Check with what is the local custom and what works in your area. Here are recommendations from a beekeeping supply store in Australia
http://www.qualitybeekeepingsupplies.com.au/index.php/faqs/28-treating-timberTreating Timber
When untreated pine is exposed to moisture, various organisms can attack/eat the wood , resulting in what we call 'Wood Rot'. Even in well painted pine, a nail or screw into the timber can provide access for moisture and these organisms. In less than 18 months, your newly assembled brood box, honey super or lid can be reduced to crumbling waste material.
If you want your hives to last for many years, and ensure a long productive life, the timber must be treated before you paint it.
What is Wood Rot
1 There are two broad classes of wood-rotting macrofungi. Fungi which decompose cellulose, hemicellulose and lignin leave the wood very pale in colour and often with a fibrous to stringy consistency. This is called white rot.
Fungi which can decompose only cellulose and hemicellulose leave the wood coloured brown and, rather than fibrous, cracked into cubical fragments. This is known as brown rot.
What hive equipment
There are 3 main wood items you should treat :
1. Supers;
2. Lid Rims;
3. Bottom Board risers.
All pine is subject to rot, so clearer board rims and box cleats should also be considered.
How to Treat hive equipment
There are 3 preferred methods:
1. Dip the timber in liquid bees wax;
2. Soak in boiled linseed oil thinned with Mineral Turpentine;
3. Soak overnight in Copper Naphthenate, thinned with Mineral Turpentine.
It is essential to allow the timber to dry in the SHADE after treatment or they will warp, and to ensure the paint will adhere. Drying time can vary from 1 week to 6 weeks depending on time of year and conditions.
Painting
White is the coolest colour in summer and warmest in winter;
Enamel paint has a harder surface than acrylic.
Aluminium paint has a degree of fire resistance compared with other paints, however is much hotter in summer than white paint.
Ref 1: Australian National Botanic Gardens
For a very thorough article on Copper Naphthenate, visit : Introducing Copper Naphthenate