What is meant with “the chest wall and lungs are coupled together”?
How are the lung and chest wall coupled? 


You have your answer in the text:


  the surface tension between the lungs and the chest wall


And as you say, it is very much


  like there is a physical-contact adhesion force between the lungs and the chest wall


A good, medical school level anatomy textbook will walk you through this. Moore's Clinically Oriented Anatomy gives the appropriate level of detail. Lets refer to Fig 1.30 (pg 107 of the 6th edition):

Below, you can see that there is a bag of fluid (the pleura) around the lung itself, like an under inflated balloon wrapped around the lung (see the picture of the fist, representing the lung, wrapped in a balloon, representing the pleural sac). The space inside the bag of fluid is very small, very thin, in a normal lung. The size of that space is exaggerated in the figure below in order to show the layers more clearly. In fact, in medical images of a healthy chest, it doesn't even appear as a space. The thin layer of fluid provides surface tension, keeping the two pleural walls close together. Since the chest and lungs are physically attached to the pleural walls on either side, that surface tension pulls the elastic lung outward (expanding it), and the chest wall inward (collapsing it, slightly). If the pleura is punctured, blood or air can enter, surface tension can no longer keep the two pleural walls next to each other, the chest wall returns to its preferred state (slightly more expanded than it would otherwise be), and the lung returns to its preferred state (substantially more collapsed than it would otherwise be).