If the connections are not tight enough to stay in place, either the breadboard is no good or the connector pins are the wrong size.
Cheap breadboards often have very poor and inconsistent sockets, with some too loose to connect and others that it's almost impossible to fit a wire or pin in to.
Also many cheap header sockets have undersize "tail" pins - thin, flat ones only suitable for soldering, not stacking.
Whatever you do, do not rely on a solderless breadboard build for anything long term - they are only intended for short term use for testing, prototyping & demoing things etc.