Back to the front panels.
A good way to begin straightening out the warping is to lay the panels on a flat surface and then weight them or clamp them down so they lay flat.
Take a paintbrush and water and wet your panels thoroughly. Let them dry clamped overnight.
This should straighten them out for the most part but wood is very stubborn so it might not be enough but it's a good start. The real straightening will be done when the panels are finished on both sides.
I went ahead and primed the entire interior of the dollhouse. I had some left over paint so I used that. It doesn't matter the color as long as it is a light color that won't show through your finishes. I went ahead and primed the floors as well since I am using carpet for the top floors and tile for the bottom.