Two Squares on the Mission Map are Adjacent if they either have one side in common (orthogonally Adjacent), or if they have a corner in common (diagonally Adjacent).
Two Models are Adjacent if they stand on Adjacent Squares.
Entities that occupy more than one Square are Adjacent to anything that is Adjacent to any of the Squares they occupy. This applies both to XXL Models, which typically occupy four (two by two) Squares, and to Alien Units, which may be composed of multiple Models that each occupy one or more Squares.
Note: for the purpose of Attacks or any kind of abilities that imply interaction between Models, models are not considered Adjacent if there is a wall between them. This is sometimes stated explicitly as the ability requiring Line of Sight, but some cards and other texts don't explicitly mention it, so it should probably be assumed to apply unless the ability expicitly says the Attack or abilities doesn't require Line of Sight.