Well, firstly you have Finecast, which, while technically resin, is like a bizarre compromise over 'normal' resin which has none of the advantages and many of the disadvantage. 
 
 Nevertheless, if you're playing 
GW games, some Finecast models are unavoidable. 
 
 You cannot use plastic glue on resin, you'll need to use superglue, otherwise they build pretty much the same with regard to removal of flash, mould lines etc. be very careful with Finecast if filing, as it is very sensitive to it, and too coarse a file will rip the surface up. An emery board is mild enough, or just use the edge of a sharp knife to scrape them off. 
 
 Painting wise it is all the same stuff, with one additional step, which is resin casting requires a mould release, a residue of which may be left behind on the model and will stop anything adhering to it. Easily fixed though, just some warm soapy water and a clean with a toothbrush, followed by a thorough rinse and ensure it is completely dry before applying primer.    
Automatically Appended Next Post: erratyk wrote:
 If it was 
FW resin I'd suggest a dustmask when filing mold lines so you don't breathe in the resin dust. 
 
 
 Actually, either advise a dust mask for all resin, or don't. There's no distinction between types of resin. All modelling resins are non toxic once cured, it is the dust that (potentially) poses the problem, whether it is 
FW resin or 
GW Finecast is actually irrelevant to the warning, it is if whatever you're doing with it generates any sort of fine particulate. 
 
 Personally, I doubt your average hobbyist comes into contact with sufficient quantities of dust in their lifetime to pose a statistically significantly higher risk than someone who doesn't model with resin at all, but 
YMMV.