I took a quick look at the assembly instructions. If you wanted the shelves permanently attached the time to do this was while assembling the cabinet. Instead of using the shelf pins you would use wooden dowels as you did with the non-adjustable shelves.
One issue is that the adjustable shelves are going to be slightly shorter than the permanent shelves because they have to leave room to be inserted as well as room to accommodate the thickness of the shelf pins so you'd need to fill in the gap as well.
At this point I think your best bet is to just use the included shelf pins. Particleboard doesn't hold screws well. If you want to immobilize the shelves you can add a couple of pocket screws on either side of the shelf to lock it in place. A Kreg mini pocket hole jig is affordable and easy to use. I've found multiple uses for mine. If you do a lot of DIY projects you might want to look at some of their more versatile projects because pocket screw joinery helps with a lot of things. Check out my post of which Kreg Jig to buy. They also make plugs to fill in the pocket holes that can be sanded and painted.
I wouldn't recommend just using pocket screws because as I said particle board doesn't hold screws well. The shelf pins should give you better support but the screws will prevent someone lifting off the shelf.
Personally though, I would just use the pins and let gravity do it's job keeping the shelves in place. If the weight of items on the shelves causes the particleboard to break or you want to replace them at a later point because the particleboard has started to bow under the weight it's easier if their just on the pins.