I recommend painting then glazing the parts prior to assembly.
There are two options for glazing. The easier method is to fix the glazing material on the inside of the bodyshell. To make glazing using this method as realistic as possible, the thickness of the body sides has been kept to the absolute minimum around the windows.
The more difficult method is to fix the glazing material within the thickness of the window openings. This is much more challenging because the material must be cut to the exact shape of the window, and there will be less support to keep it to the correct curve.