In most cases, build first, paint later. With the Walther's kits, I usually paint the doors, windows, etc. first, while they're still on the sprues, but I assemble the bulk of the building, minus details, before painting it. To properly cement any kit together, there should be no paint on the surfaces to be joined. It's simple to mask the gluing surfaces of windows and doors on the sprues. By painting the body of the building after assembly, you don't have to scrape paint off the gluing surfaces, and the joints, (and any touch-up you might have had to do to get a neat joint) will all get an even covering of paint. You can add the "glass" to the windows and then the windows to the structure and then weather the whole thing at the same time.
I built my free-lanced GERN INDUSTRIES Flux Mining and Milling Division using the Walther's ADM kit, plus the add-on siloes, plus Walther's Red Wing Milling, plus a lot of similar-style scratchbuilt structures to tie the whole works together, along with an attached scratchbuilt shipping warehouse and a small tank farm with shipping facilities. I built all of the kits as three-sided structures, using all of the walls facing the viewer; (shallow end walls and extended front -facing walls, and the unseen rear walls from blank .060 sheet styrene). The finished complex is almost 7' long and 20" high and occupies a footprint about 22" deep, with the mainline cutting between the structures. The siloes are elevated over a siding serving up to 6 covered hoppers at a time, and there are spots for 6 boxcars and a tank car at any one time. I built it as four major subassemblies, painting each upon completion, then adding the pre-painted windows and details, then painted the roof areas (with care, you can spray areas like this without masking), and finally assembled the complex together on-site. After the glue had set, I removed the by now cumbersome structure and added reinforcement and bracing as required, then weathered the whole think with washes of thinned Polly Scale black (using a brush), and when that had dried, took the whole works outside for an airbrush weathering of various Floquil colours. After planting it on the layout and finishing the scenery around it, I have not only a great traffic generating industry but also a fairly sizeable area for which I will not have to make trees.
Finally got a picture of what took me so many words to describe. Hope you like it.
Wayne