You don't have to glue it but it needs to be secured somehow - duct tape. Don't want the pieces rolling up on each other over time.

You would just be duct taping the underlayment to the outside flooring or in the inside seams. And duct tape isn't hillbillying your floor. It is used because how well it handles moisture. Maybe someone has a specific underlayment tape they like to use but several manufacturers (I read directions) said to use duct tape.

Also try to get some duct tape attached to the subfloor for each piece - clean subfloor. So around the perimeter you are taping your cork to the subfloor directly along the outside edge. In the "middle" you want to tape cork piece #1 to the subfloor. Then you tape some of cork piece #2 to the subfloor. Then you add additional tape to tape #1 and #2 together, where ever they join. This is not more work either. If you only attach the pieces together at the seams they will slide on you.

(anyone who edits this to give a better picture if free to do so)

So your choices are glue everything down. Or tape the seams to each other and subfloor. I have always had the choice to do both and always chose tape. Not sure when I would glue - generally this would scare me because lets say you spill some lemonade on the floor and it gets to the subfloor. The acidity could eat through the glue (duct tape wouldnt be affected). Yes I understand that it would have to be a lot of lemonade to make a difference but if it happens right at a seam and two pieces lost their glueing...