Polyurethane is perfect for adding adhesive to your wig.
You can add polyurethane to your wig with these products:
Silicone tends to be kind of gummy, so it adds grip to the interior of the cap to prevent slipping.
You can add silicone to your wig with these products:
Please note that neither of these cap features will work particularly well if you are trying to use them over hair. Silicone will only grip if it makes contact with bare skin. Most adhesives that you apply to polyurethane will also only adhere if they make contact with bare skin. These cap features are therefore best suited for individuals with profound hair loss (or shaved heads).