will these parts all work together. I have a glass door with only a handle and I need to put a lock on it

The parts you listed are all indeed compatible with one another, but it does matter a great deal if your door was designed to use them; i.e., if the mortise cavity in the door is is the right size for the 82-265, and if the hole spacing for a handle set is 3-15/16". Furthermore, the 82-086 key lock and thumb lever are offset towards the bottom of the handle. if the keyway in your door is centered between the handle set's mounting holes, then this handle set will not work. 

They are made of metal. If you want a stainless steel version of the mortise lock, see the 82-259.