As far as building the individual link tracks, one of the best tutorials i've seen (and it's a video) is right here on the website. Try looking under the videos tab above and select "how to". It will have a demo of assembling the tracks. Testors pink lable cement is what I use and it works really well.
My favorite method to paint is relatively new and is listed below in the order I've used with success.
1. Prime assembled tracks with Tamiya fine surface primer or Mr. Surfacer 1000
2. Basecoat of Vallejo "track primer" (a very dark rust color that is fragile unless over a primer coat)
3. Wash of Windsor Newton Raw Umber artist oils
4. Wash of model master rust
5. Use a drafting pencil (any should work) and rub lightly on the edges of the metal surfaces to give a metallic look
6. Three different rust shaded pigments in this order: dark rust color (dark reddish brown), light rust color (brownish orange), and a newer rust color (lighter shade of the light rust color.
It has worked for me in the past and looks good when complete. It'll depend on what theater and type of environment it will be in though (i.e. north africa vs. normandy). Sorry for the long post but hope it helps!