Does the new valve get glued or anything or do I just put it on tightly? I cannot tell if the existing valve is glued on or not.
Is the new valve or the old valve the compression type? If the old valve is then as you take it off you will discover if it is glued (I doubt a compression valve is also glued). Replace the old valve with the same type as the old one. That is always a good rule of thumb to follow. Put it on tightly but DO NOT over-tighten it. 1/4 turn past tight it usually tight enough. I am not a big fan of compression fittings in either copper or cpvc. You may wish to put a glued valve on, if you already have the cleaner, the primer, and the glue, other wise the expense of the materials does not warrant their purchase for the changing of one valve.
If the old valve is plastic it may be glued . It is probably chrome plated brass and could be a compression type which most plumbers I know don't use on cpvc but on copper. there may be a male iron pipe thread adaptor (mip) you would need a backup wrench and unscrew the fitting. You may have a sharkbite fitting , with this you need a special tool to remove the fitting, once you have this tool figured out it is real simple to use. it is a type of slip compression fitting a pic may help us to identify it As long as it has a compression nut use a backup wrench and unscrew it and make sure the nut on the new valve will fit the old valve as some brands use an odball thread and that the debth of the protruding pipe is not to long so the new valve will seat against the compresion ring. and of course make sure the water main is off and the water is drainded as best you can.