Preparation Q and A
Q: When do I use CA glue and when do I use epoxy glue?
A: The CA glue (super glue) can provide a stronger bond between metal parts and I prefer using CA glue for most of my photo-etched assembly. The only drawback is that CA glue dries rather quickly and hard, it leave you a very little time to adjust a position of jointed parts.
On the other hand, you can buy an epoxy glue with a different setting time. The epoxy comes in two parts and it starts to set when you mix the epoxy and its hardener.Epoxy is ideal for building the rear wing assembly because you will have a chance to adjust/fix the position of the wing components while the epoxy sets. Personally, I tend to stay away from epoxy because it requires more work and longer waiting time. I must be getting lazy...
Try out for yourself and you will find which glue will suit the best for you. Some modelers swear that epoxy is the only glue anyone should use when building the rear wing and some says not.
If you do decide to use CA glues for this type of assembly, be sure to attach parts at once otherwise you will have to deal with glue marks and stains when you try to repeat the attaching process. I believe the best way is to keep things clean as possible.
Q: What do I need to perform before assembling the rear wing?
A: All the rear wing parts should be cleaned (soap water), and the surfaces must be smooth.
Q: Should I paint the parts first and assemble?
A: Generally speaking, "assembling parts" is easier than "painting parts". Hence, if the wing components require the painting in multiple colors, I would probably paint each part first separately before I assemble the entire wing. I will also attempt to apply decals and clearcoat individually if possible.This will simplify the painting process, but unfortunately complicates the assembly process. Whenever you are gluing painted parts, you will need to sand out the painted area where the parts will bond.
On the other hand, if the wing assembly requires a singular color, I would assemble everything first and then paint. Just remember that, it becomes almost impossible to mask 1/43rd scale wing components for painting multiple colors as the assembled wing will be very fragile and small.
Q: Should I use primer?
Although a primer is not necessary, I suggest that you should always prime photo-etched/metal parts. Use Lacquer-based primer if possible. This will bite to the parts better and provide a good base coat surface as well.
Building Guide
The Rear Wing Assembly 1
1. All the parts are cleaned and sanded out for smooth surfaces. Here I used a CA glue (my preference) to attach the metal parts (red arrows) to the side fin. I used "VERY" little amount of glue as possible to perform this (once the joints dry, I would use additional glue though). I also used a L-shaped ruler (to measure the right angle) to make sure that parts are attached at 90' degree.
Once the parts are settled and glued in, I reinforce the joint area by applying additional glue. The areas noted by green arrows are the place where I would apply "careful" amount of glue to reinforce the joint. These underneath areas will not be seen easily once the assembly process is done. By doing so, it will make things stronger.
I use a tooth-pick as a glue applicator to help applying the glue cleanly. Finally, I would sand off any glue spills using a fine sand paper.
Attaching Photo-etched Parts
2. It is also necessary to test fit everything first before the assembly. If the parts need sanding, be careful not to sand too much at once. You can only sand down the part, not vice versa...The green arrow indicates that the photo-etched part fits correctly now. I took care of all the easy parts as well (red arrow) by attaching them without giving too much thinking. Be sure to test the level of both side fins here. I used a ruler to check the level of the both fins.
3. The same task was performed as described in step 2.
The Rear Wing Assembly 2
4. I checked all the additional parts (red arrows) and made sure that they fit correctly. Since I used CA glue to attach everything, it will make things harder for me to adjust the position of parts. Fortunately, the parts fit quite nicely without much of an effort here. I reinforced the horizontal flaps (green arrows) again by applying more glue.
5. The green arrows show that parts are cleanly fitted. At this point, I will add rest of the wing parts. I was very careful not to damage the wing; it will make things messy (and complicate) if I will have to rebuild the entire wing again...
6. Some of these flaps can slide into its position. I applied the small amount of glue at edges (green arrows) and slipped the flap (red arrow) between the vertical panels.
That was it! There was nothing magical about building these fragile stuff. Just right amount of glue usage, everything will fall into its place. Remember to test fit everything before using the glue to attach. By the way, above method works well when the entire wing is made prior to painting process. If you are painting parts first, steps may vary, but the basic concept is still the same. 
