I don't glue in doors and windows. If they're a bit loose, I use minihold.
It's easier to redecorate and clean the windows if they're removable (I
don't clean the windows of my real house!).
Wallpapering - I use the same method someone else described. I leave the
doors and windows off, paper the whole room, and then cut out the holes for
the doors and windows. Wait about a day to make the cuts because if the
paste isn't totally dry, the wallpaper won't cut nicely. Molding around the
openings hides any ragged edges.
For papering itself, I use Minigraphics wallpaper paste. I apply a thin
coat to the paper, wait a couple of minutes to let it set and then apply the
paper from the top down. I rub it with a rag as I go along and then again
at the end to get out any bubbles.

Here's a tip for dark rooms. I put a mini spotlights in a corner where it
can't be seen. I've also put the spotlights around the outside of the
house. Looks nifty.
The only caution is that these lights get quite hot and you don't want to
put them near foliage.

Carol
S P Miniatures
www.spminiatures.com