Make your life a little easier if you’re assembling a tab & slot (pre-punched wood) dollhouse kit. Leave the outer edges of the tabs unpainted or unfinished, as even an extra millimeter of paint can affect the way the tab fits the slot.
Before assembly, be sure to test-fit all your tabs. Even without painting, you may still need to sand or whittle down the tabs slightly for a perfect fit. Check first to ensure your pieces fit together as close as possible. Once you are sure of the fit, use a Tacky Glue or wood glue for assembly. Small gaps can be filled in with wood filler.