First of all, Welcome to the forum!
The sequence of glueing and painting can differ. As said before, most modellers build the whole model, but leave the small parts off. These can be attached after painting. Normal styreen glue wil not work, because this needs to go directly on the plastic.
In some magazine you see the model painted in subassemblies. Then the parts get glued. This is often necassery for biplanes. There are modellers who do this with other aircraft. This can only be done when building good quality models, with a good fit.