Firstly lets take a look at how the electrons are placed around the positive nucleus of each fluorine atom.

When two fluorine atoms come close their positive nuclei attract not only their own electrons but the outer electrons of the other atom. Since each fuorine exerts a strong force of attraction electrons are trapped in a sharing arrangement known as covalent bonding. Click to see an animation. Note the red arrows represent electrostatic attraction between the postive nuclei and the negative electrons.

Since the electrons travel very fast they form a cloud around the nucleus. Click to see this representation.