An example of this letters can be seen in the word וכשלהתמרמרויותינו
where the וכש at start mean "and during to" (the entire word means "and during to our grumblings).
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These morphemes (ve "and", kshe "when", etc.) are in linguistic terms actually not prefixes, but proclitics. You can read more about the distinction between affixes and clitics here. Agglutination generally refers to affixes, not clitics, so most linguists would probably not speak of agglutination in this case. (That said, the distinction between affixes and clitics can be rather fuzzy, as can that between agglutinative and other types of languages, so there may be some room for argument here.)