They are pine on the inside.

From what I've read the process should go like this -

Lightly sand with 180 grit or finer sand paper.

Pella recommends applying a wood conditioner. Think Minwax makes a
product.

Apply stain with either a brush or rag. Apply again if needed to
achieve the desired color. Think Minwax also makes a product.

Finally, apply three coats of exterior-grade finish, such as a
polyurethane finish

Anybody have any pointers

Thanks