Hmm.. Not trivial..

To just parent the glove, all you need to do is to load James from the library, import the glove (probably with all import options turned off), if necessary position the glove (on James's hand). Then in the glove's Properties palette, find the "Parent to" option. Select James's hand from the drop-down menu. That will parent the glove to James's hand.

In the main (preview) window, select the glove. Open the props library. Select (or create) the library you want to save into. Hit the "+" (=Add To) button at the bottom of the open library.Follow the prompts from there (I think there's only one , which asks you, in effect, if you want to save this as a parented item. Say Yes).

HOWEVER.....

All that will do is allow the glove to move with the hand. It will NOT do anything with the fingers of the glove. To do that you need to change the glove into a conforming figure, and that's a whole new (and complicated) area.

And one I'm not competent in...

Sorry that I can't help more,

Cheers,
Diolma