To install the windows and doors, paint each one while it is still on the sheet. This makes the process easier. Once you remove them from the sheet, you only need to touch up the edges with paint. Use tweezers to handle and install these small parts.
The window and door trim does not need to be painted on both sides since they are glued flat against the wall in their respective openings. However, the doors and windows should be painted or stained on both sides because they fit inside their openings, making their backsides visible from the interior of the dollhouse. I painted the trim but stained the windows and doors.
After installation, you will need to do touch-ups, which requires careful attention to detail. Use very fine-tip brushes for this task.