It depends on the manufacturer. Bar Mills gives an exploded parts diagram, JV Models does not, as examples.
A bit of hard earned advice, if the part requires glue, pre-paint or stain , then sand off the paint on the actual glue joint. Especially with stain, if you have some glue ooze from the joint that dries too fast, or you don't notice it until it's dry, the glue doesn't stain well at all.
Before you glue a sub-assembly to the building, such as a window frame, ask yourself if you'll be able to reach it once installed. If the answer is no, then paint/stain it.
