Hi, as the others have mentioned these come in a few types.
There are original self adhesive number roundals that are on a yellow'ish, waxy backing paper ... these are old and once you've removed them from the wax backing paper they usually don't stick anymore.
There is a colour paper sheet that includes number roundals, as well as flags and some pit numbers and other things, which is one of 2 designs done by Scalextric in the 60's ... these have to be hand cut and are not self adhesive. Can't find an image atm, but I think these may be the ones you have.
EDIT- Found an image ... see below.
There are the pre-cut, self adhesive roundals that are currently available from resto specialists, your best bet if you want little work & original "Scalextric" looking results ... these are the ones that Thai mentioned.
There are probably others but these are the main ones I've seen, and I hope may help to answer why the ones you purchased were not self adhesive.
As for sticking on those paper numbers... wood glue (Araldite) would be fine, and being water based won't effect the bodies.
Cheers, Michael