Do I need to prime my new house?

Hi. I have just finished building a dolls house from a kit. It is to be a
present for my (adult) daughter.

What should I do about painting the walls? The whole thing is made of MDF
and I'm wondering if I should use a woodprimer all over before trying to
paint and then, what type of paint to use? I would imagine an emulsion paint
would give best results - is emulsion what is normally used?

TIA for any help,

Steve