How soon can I paint stained lumber? And could I used screws or nails on treated lumber?

It is best to wait at least one year before painting treated lumber. And you can use nails or screws, the screws may be a little higher, but hold a lot better.

Hard To Say How Long The Treated Lumber Has Set In Storage At The Lumber Yard Before You Buy It, My Advise Is As Long As It Isn't Green And Damp, Stain It,and Seal It,
If The Sun Beats Down On Your Deck For A Year Untreated, Don't Bother Treating It, Its To Late.
I Built A Deck On My Personal House 2 Days Ago, By The End Of The Week It Will Be Sealed.
Just Pay Attention To The Lumber That Is Really Green, Most Of What You'll Buy Has Already Sat For A While, Just Keep That In Mind