Wash everything while it's still on the sprues. I don't know about that particular manufacturer, but in general there will be SOME mold release agent, usually in the very tiny nooks and crannies. I use Dawn dish soap and warm water in a shallow pan, agitate it all gently while soaking, and give ONLY the larger pieces a scrub with a soft toothbrush. Rinse thoroughly and dry completely.
As for photoetch (PE), welcome to hell . Kidding. Kind of. Use a new hobby knife blade to remove pieces from the fret (I prefer a No. 10 Xacto), making sure to anchor well with a finger or you'll never see it again. For smaller PE parts, I put a piece of blue painter's tape on the back of the parts when I remove them from the fret to reduce the Tweezerpult Effect.
Painting may or may not require priming. If you prime, try to use a fine grained one like Floquil figure primer spray or Tamiya primer. I've used both acrylics and enamels on resin parts to good effect. I build mostly 1/700 ships so a lot of my work is brush painted.
Yes, you have to use cyanoacrylate (CA) glue, but be aware there are different grades. The thin, runny stuff sets instantly and is difficult to use. I prefer one of the thicker grades that gives me a few seconds to make sure everything's lined up. When doing PE railings, you can tack them into place with Elmer's white glue and then go back and reinforce with CA glue.