Hi there and welcome!
I use a cyanoacrylate glue called "Zap-a-gap". There are different consistencies and combinations - but my general go-to is the "medium" version which has good tensile strength when dry and is between liquid and gel.
regarding pinning... it depends on how much you plan to transport your models. If you only plan to play at home, and are careful with storage and handling, then you don't need to pin. However, if you plan to transport them and/or let anyone else handle them, then pinning is recommended.
I use either thin steel wire, or, in a pinch, small paperclips.
(drill the main model, dry fit the pin, mark where it hits on the limb, drill the limb, glue it all.)
There are some pretty good tutorials on YouTube for learning how to pin models nicely.
"make them straight"?
not sure exactly what you mean, but the nice thing about metal minis is that you can bend them!
Apply slow, even pressure (if using needle-nose pliers, wrap the tips in paper towel so you don't gash the mini)
the metal is fairly soft, and will move... but it will also break if you try to jerk it too fast/hard.