I didn't treat mine at all, as I am waiting for the predipped colour to weather and fade before applying a new colour. I do the same with sheds/fence panels. I put lino on the floor on the inside so that bit is sorted. but may treat the sides on the inside when I do the outside. I like to paint garden buildings and stuff in the Cuprinol Forest Green, as it makes objetcs blend in better. I will be using the 5 year Ducks back stuff as it dries a nice deep matt colour, but has a slight shine close up from the waterproof wax. It is also safe around animals. It should be, me and the kids get enough off it on us when painting the sheds!
The big tub from B&Q works out about 1.50p cheaper than buying the smaller tins from Wilkinsons, but is the same stuff. Depends how much you need!