Glue is a necessity
You can assemble MDF with a variety of fasteners. Glue and staples, glue and nails, glue and screws etc, but notice the glue part. I highly recommend that any finished joint have a moderate amount of wood glue applied to it to reinforce the joint. The fasteners themselves are not the stongest, but will hold together until the glue dries. Any screws that you use should have holes that are predrilled. I personally like a normal drywall screw and wood glue for my joints.
As a precautionary measure, be sure that when adding glue that you will not be needing to get the joint back apart, because it probably is not going to.
Dan
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