The strings are held in place at the bridge by a small notch at the front of each bridge pin. It is important that the pin slot be facing straight forward so the string is properly aligned on the bridge saddle. Make sure that the ball end of the string is pulled up tightly against the inside of the top before inserting the bridge pin.
Too often bridge pins are hammered in so hard that they become wedged and split the bridge. After inserting the string and pin, a solid push with your thumb is all that is needed. The endpin is tapered and is wedged into the bottom end of the guitar. It is not glued in. It should be checked frequently to make sure it has not worked loose.