You don't necessarily have to coat them first, but it's best to if your gonna do a proper job (Devonian, don't you mean Dope them first ?) anyway, pretty much what Devonian explained will do the trick but here are a few tips, brush selection is essential, don't skimp, get yourself a couple of decent brushes from a hobby shop, nice and soft, also while your in there, get yourself some Humbrol dope and clear varnish and a spirit cleaner, start by doping the blanks a couple of times, whip on the eyes and dope the whipping (Again 2 coats should suffice), once dry, start applying the varnish in coats (Don't try and put too much on at one time, building up thinner coats will give a superior finish) and get yourself the finest grade wire wool, because during the drying time, dust may settle on the blank, if this happens just give the blank a light rub over with the wire wool before applying the next coat.
Oh, and lastly, don't shake the tins of dope and varnish before you use them, otherwise you will brush small bubbles on the blank, just give them a light stir.
Hope this helps