Glow plugs are heating elements, first and formost, they glow red hot, (hence the term "glow plug") they are only on during the first few seconds to minutes of engine run time dependant on air temp, fuel temp, and engine temp (more modern engines use all three sensors). THe glow plug sticks into the combustion chamber and the fuel injector is aimed toward it so when the injector fires, the mist ( VERY fine mist if injectors are working properly) ignites from the heat of the glow plug. once this happens, and the engine is developing it's own "heat" the glow plugs shut off.
Diesel engines run on compression ( between 15:1- 20:1 compression ratio depending on whether it is NA or Turbo)
When the piston make a compression stroke, the air is compressed so much that it "super heats" at which time the injector fires the fuel mist and ignition occurs. This happens best when temps are above 50 degrees, which is why they have glow plugs, there are some engines that have "grid heaters" in the intake that heat incoming air causing the same effect, and some engines have both.
The "knock" or rattle you hear when a diesel engine starts/runs is the ignition of each cyl. happening, it is very violent and powerful, hence part of the reason diesel engines are built so stout.
THink of this combustion "event" as detonation or "spark knock" like you would hear in a mis-timed gas engine. same thing, only in a diesel engine, you WANT this to happen.
I'll let those more familiar with the Ford diesels speak on locations