Resin is more brittle than traditional plastic, so you'll need to be a bit more careful handling fine parts. The same parts in metal will bend easily, but are also easily bent back into shape. If resin parts are warped, tap hot water and a jig should bring them back to straight. Dipping the heated part in very cold water can help.
Priming is essential.
You'll need to use CA or epoxy as neither will respond to plastic cement.
Despite what you may hear, resin dust is NOT a deadly toxin. The dust, from sanding or sawing, is fine and messy, and, like any fine dust, is an irratant, but it is inert. If these things concern you, a light dust mask is all you need.
Metal clean up can be done with a knife as mentioned, but I generally prefer jewelers' files and sand paper.
Using a drill, make a hole in the supporting leg(s) and insert a piece of brass rod. This will give you someti=hing to hold and to use to secure the figure to a base.
If you're using these figures for individual dislplay, get some sort of decorative base, beyond what may come n the kit. Even a two inch wooden block from Michael's, when stained, makes a good base. Try to extend the ground work to the edge of the base for a more finished appearance.