I suspect that your glass was bonded on by a sticky gasket.
The glass does appear on the parts CD- but you have to look for it. Heres how: get the headlight screen up, then press the text only button. One line will refer to the headlight complete unit, at the right hand end of this line will be another number, this is the subgroup number, click on it. At the bottom of the screen are two red arrows a bit like a tape deck, click on the right hand one. Now click the text & graphics button and you should now have the headlight in its component parts. PS this also applies to other parts such as brake calipers, the infamous wipers (although don't get too excited- the linkages are only about £5 cheaper without the motor!) and the steering box.
Having been through changing the lens- you can do it without even removing the headlight although it is fiddly. The lens is held on with spring clips and you have to remove some bits of the grill (easy), a new gasket and clips are supplied- just be careful not to disturb the height mechanism- it looks pretty fragile. Watch the clips too, they have a habit of pinging off into the unknown- hopefully not the alternator!