It is a little more expensive than what they did in that video but I suggest getting the plastic decking material for the top. 3 strips of the material fits on 2 cinderblocks side by side like so:
A good ledge is 2 bricks high. If you want to make it a little lower, you can do one brick high and stack these to your desired height:
And yes, glue works just fine. I have built ledges a few times in the past and they have been sessioned heavily. Never had an issue with using glue. Concrete and mortar can be a little cheaper, but it is may more work. With glue, you can build a ledge in less than an hour and it will be dry and ready to skate in about 2 hours.