You have to glue the parts together. I've printed everything in ABS and used ABS solved in acetone to glue it.
After seeing Star Wars - Episode 7 the force awakens I wanted to have a lightsaber close to the ESB one and TFA alike. So I designed it with 3D printing in mind and lots of space inside, to put in an Arduino and a sound module.
I'd be happy to see some pictures of your results :)