It sort of depends on you and your plan. In my case I am doing all the other sheet metal and leaving the cab for the last. It is currently epoxy primed and mounted to the chassis in order to align the other body panels.
That step is now complete so all the panels are off for final primer and paint. Once they are in color they will be stored and then I can focus on the cab.
There are so many details related to the cab such as door fitting and latches, guages, steering column, stereo, HVAC, electrical, headliner, seats, sound proofing, carpet, window mechanisms, glass installation, etc that most of the assembly effort is in that area.
Most of this has to be done/installed after the final prime and paint of the cab unless you want to remove and reinstall which would be a hassle.
As to whether the cab should be mounted to the frame for the prime and paint, I would not if I had a choice to prevent overspray on the other systems especially the engine if that is already installed.