Are these above or below ground?
Is there a reason you don't want to drill and bolt them?
What is the reason you are installing these, are you just trying to keep debris off the window or is there a water problem?
Myself I would use TapCon bolts, they comes with the correct drill bit when you buy the kit and overall would be the best way to install to concrete. The age of the foundation will determine how hard it will be to drill. Older concrete is much much harder to drill than newer concrete.
If the window wells are at least partially underground then I suppose a good construction adhesive would work since the pressure of the dirt around the window well will also hold it in place. There are many different types of construction adhesive. Lumber Lock brand comes to mind, I would check with the company selling you the window wells for their recommendation.