1) Draw pencil lines with a straight edge where your verticals are going to sit.
2) Mark the points where the intersections between the verticals and horizontals will be located.
3) Drill and insert wall plugs into the wall at the points where the intersections are.
4) Drill and countersink holes through the verticals at the same point. and attach them to the wall using a counter sunk screw and long driver extension or very long screwdriver.
5) Push the horizontals onto the verticals. If your tolerance is right, you shouldn't need any adhesive, but if you do, be careful what you use because of runoff. Also if your glue is too strong, you'll need to break the unit to remove it.
Also, come to think of it, you may want to drill your holes first, have someone assist you, and mark the wall with a pen/pencil through the holes to make it more accurate.