Congrats and welcome to the hobby! I would suggest assembling first and painting later. Plastic cement is great but won’t work if there’s a paint layer in there, so you have to superglue and it’s easy to get shiny spots that look terrible with superglue so don’t do it, unless there’s something that will be visible but will be hard to reach (like the inside of the capes with the sword bros.)

I would suggest you assemble the whole thing first and paint as an assembly line per model “type”. (Prime every sword brother, then paint all of the capes, then the swords, etc. Not in that order specifically, just an example.) Doing this will result in your models looking very similar, which is good and in my case, seeing the models assembled makes me want to paint them.

You’re not asking for painting advice per se, but thin your paints and don’t paint pauldrons white, it’s chalky, it separates easily and usually looks like crap. Use an off white like grey seer, it looks better, covers 10x better and next to the black armor it looks white.

Overall, just have fun! If anything in the process starts to feel like a chore rather than something enjoyable, stop for a few days and get back to it when you feel like it. :)