If they're lead or white metal yeah you'll have to use superglue. I tend to use epoxy though since it's much stronger but you have to wait for it to dry. It should be available any hardware store- just ask for the epoxy cement that comes in two tubes you have to mix together. I also 'pin' many figures- aka drilling a small hole in the arm etc and then the body and inserting a metal pin from a cut paper clip in them to added support.
You do need to prime them to keep the paint from flaking off. I generally use a can of Krylon spray white primer, some people use black, it's a matter of taste. Just be careful not spray too heavy a coat and cover the detail.