Matrix is correct... a slightly damp cloth will remove the dust, which you should do, as the dust will weaken any bonds.
Pins are a great idea, although not necessary... the only problem with pins is that in drilling the hole you MAY chip the plaster - depends on how comfortable you are in handling the drill. I do it on thick pieces, but not the thinner pieces.
As for glue, I don't suggest cyano on plaster. It becomes to brittle over time. I far prefer a brand readily available on the net, or in chain craft stores like Hobby Lobby, Michael's, or MJDesigns... the glue is called FABRITAC. It comes out of the bottle about the consistancy of peanut butter, and dries quickly to perform a long-lasting seal. It is excellent at gap filling as well. It is manufactured by BEACON. Do a "google.com" search using these two words and you will find it easily.
You may also want to review my article on PREPPING PLASTER BUILDINGS, which can be found in the "HALL OF FAME" listings under the FEATURES - DIORAMA section, or just click this link
https://armorama.kitmaker.net//features/15. This article has a lot of other helpful tips on working with the pre-fabbed plaster kits on the market.
Hope this is helpful.