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Yes, you can and should paint or stain pressure-treated wood to help prevent the boards from cracking. However, you must wait for the wood to dry out completely before applying any finish. Freshly treated wood can take weeks or even months to dry; a common recommendation is to wait three to six months. To check if the wood is ready, perform a simple water test: drip some water onto the surface. If the water beads up, the wood is still too wet and needs more time to dry. If the wood absorbs the water, it is dry enough to be painted or stained. You can proceed with building your deck or fence while the wood is still wet, but you will need to wait to apply the paint or stain.

The general consensus is that two coats of stain are required and since the cedar is siding, a third coat of sealant is always a good idea. This helps protect the wood and stain, so you won’t need to resand and restain for at least a decade. Each stain after the first will darken the wood, so be aware of that when choosing a colored stain.

Whether to brush or roll stain on wood depends on the project and your preference. Brushing is ideal for smaller, intricate areas and offers more control over the application, ensuring thorough coverage and penetration into the wood's grain. 

Conversely, rolling is efficient for more extensive, flat surfaces and can save time. However, it is not always the best fit for textured or uneven wood. Some projects may benefit from combining both methods, using a brush for detail work and a roller for broader areas. Ultimately, the choice between brushing and rolling depends on the specific requirements of your staining project.

Pressure-treated wood lasts at least 10 years, but with the right care and treatment, it can last as long as 40 years. Painting the boards is one way to increase the lifespan of pressure-treated wood. The layer of paint provides extra protection for the wood against the exterior elements and insects.