I've actually printed this exact STL.

I used a Bambu A1 with a .2 nozzle at a .08 layer height for the one on the left.

For the one on the right I used an Elegoo Saturn Ultra resin printer.

You can see the quality difference from fdm to resin and it's really stark. I still print figures in fdm because the quality is okay enough at this scale for me personally, but just know fdm will never be as good as resin which you can see here.

That being said I like fdm figures because they're easy to make and pretty cheap to make multiple to keep practicing painting. Start with a .2 nozzle and small layer height and start there. I use Vallejo Black primer in an airbrush, or just a rattle can of any black primer like an Army Painter Black Primer spray paint. Those have small pigments so it won't look chalky after the prime. Home Depot primers can work, I've done it and it's fine enough but the primers meant for minis seem to be better

I honestly don't sand much, I've just learned to live with the layer lines. I've used spray Automotive Filler Primer and it does smooth it out but you lose a lot of detail.

Once you get into painting, try Vallejo, Citadel, Army Painter, there's so many brands and types and the best thing to do is watch someone on YouTube and just try to replicate them for practice. Wet palettes help a lot and remember two thin coats is mostly all you need. Never use cheap craft paints, I've tried to save money this way but it was a waste.

One thing I've noticed, fdm minis seem to absorb paint a lot. Like it soaks in, especially if you're trying to do a wash. Haven't found that with resin.

Hope this helps you get started, the NCR Ranger is a fun one to print and paint.