Not all glyphs provide a researchable spell when used alone, some "advanced glyphs" have to be used always in a combination with another glyph, and usually require higher skill levels for spells of higher realms.
The basic glyphs you can buy from Levrus provide basic spells you can research already with full theory training in addition to level 0 of the related magic way.
At first you need to purify the glyph (so it "gets in sync with your character"): Click and drag the glyph from the way slot in the research window, and drop it onto the "Purify" button, then wait until you get the system message that the glyph is purified.
To research a spell, click and drag the purified glyph(s) from the way slot(s), and drop it/them into the research slot(s), starting with the leftmost slot. Then click the "Research" button.