Robert, I would not paint the plastic inserts. I have heard that the plastic will release the paint after a time and it is best not to paint them.
Robert, if you read allot of my posts, I always recommend Sherwin William's Paint. Another contractor will recommend another brand. This is just something that all contractors stick with because they have had good luck with that brand. So, SW, Kelly Moore, or Ben Moore are all good paints.
Robert, use a good top quality exterior latex paint for the exterior and whatever your using on the interior.
The door is primed and ready for paint, but I always wipe down the surfaces with a solutlion of water and vinegar to cut greases and grimes. Just a habit.
Robert, be sure to re paint the door every three or four years, Regardless the warranty time of the paint. A 20 year garantee paint does not mean you do not have to paint for 20 years. I re paint every 5 years regardless of the warranty period.