How do I paint my newly built house?

[bishop_perth]

Hi Everyone,
I have just built my first house, however none of the walls have been painted or sealed. Currently there is only the chalky plaster type stuff covering the walls.
Can someone please direct me or tell me how to prepare this stuff for priming and painting.
i.e. do I sand putty fill first or do I primer first then sand and putty then another coat.

I know if this was just new paint on old paint I would only have to sand and clean, however I have never prepared a brand new wall before.

thanks for your repsonses in advance.