When looking for images of nutshells in order to make a witty snarky reply to CreationEdge♦ in chat, I came across some wonderful pictures of pistachio-shell decorations:
How inspiring and beautiful these things are! Next time I eat pistachios, I might keep the shells and try to make some decorations out of them. But I've never tried gluing nutshells together before ...
In a nutshell, the answer is your old friend the hot glue gun.
Pretty much any time you need to glue things that are of odd shapes to get them to stick onto other things that are odd shapes you need a glue that takes up space and bonds well (well, I guess "bonds well" is up for debate but... I don't know you'd be expecting these things to be something you can pass down through the generations)... that pretty much means hot glue.
This is supported in a tutorial here and here, which walk you through the entire process. Also, a YouTube video here.
In a nutshell You don't need to limit yourself to only adhesives. There are plenty of pistachio shell and shell art in general that just use thread / wire to connect the project together. The shells on pistachios at least are hard enough that most people just push a pin or nail through the shell to make a small hole. Basically any thin and sharp implement should to the trick.
This approach can be more forgiving than adhesive, in some situations, as it will allow for some movement as well.
This lends better to smaller projects like earrings but can still be applied to different scales.
I am fairly certain this was done, at least in part, in the photo you attached. Look closely at the inset in the upper right corner. On the off chance I am wrong about that "sewing" the shells together can still be a valid approach.
