What is liquid glucose?
First of all- glucose is a different sugar than table sugar. Corn syrup in the US is similar but has a few extra compounds. As far as I can tell it is used for similar reasons as liquid glucose in the EU.
http://www.ochef.com/784.htm

It is used for a couple reasons:


it is thicker than sugar syrups.
when making candy a little corn syrup can be added to the sugar solution to prevent crystallization.
in the US at least, it is much cheaper than cane sugar.


You can buy it in stores here- I can't say whether you can in Belgium.

I have, on occasion, been forced to use a very thick sugar syrup in place of corn syrup. The recipe used the syrup for reason #1 above and turned out well. If it had been in there for reason #2 it would have been less successful.

In general, if you can find it, it is probably better to buy than to make a substitute because of reason #3.