I live in a high humidity area. I don't know what to do with the pressure treated lumber. I would prefer a white wash sealant or stain rather than pain. The screened in porch will have a pergula attached.
Help. Should I seal right away or should I let the lumber dry, which is almost impossible in this area?

You will have to let the Lumber dry before any type of covering paint or stain goes on. I would let dry 30 days. Then apply but you should ask the lumber dealer about how long it will take to dry in your area I am sure your question has been brought up at your area lumber yard. I hope that helps.

Agree with gharlow and I might even wait 60-90 days. Use an alkyd oil based stain if you want less maintenance over time(minimum prep required for next application in 2-4 years). The darker the color, the more protection from UV.