A quality paintbrush will hold more paint, drip less, minimize brush mark, and maximize accuracy. A poor quality paintbrush can make even the best paint look bad.
An angular brush will help create a straight line. The finer edge of tapered bristles also help with accuracy. Try a 2” (63mm) Angular Brush.
A high quality microfibre or lint free roller is always the best choice. After that, look to match the thickness (pile) of the roller with the sheen of the paint being applied. The shinier the finish (eg. satin, gloss), the lower the roller pile (10mm, 13mm) required. A higher pile (15mm) is better for a flat finish, as ceiling paint tends to be. A thicker roller will also hold more paint, therefore reducing the number of trips back to the tray and ensuring wet paint edges (important to avoid those frustrating dry roller marks than can occur from fast-drying ceiling paint.)
The short answer is: not exactly.
Reason #1 Usually pressure treated wood from a lumber yard is still wet, so it’s important to give this wood enough time to dry throughout. While it was common at one point to have to wait up to a year, 30 days is the current recommendation.
Reason #2 New wood has what’s known as “mill glaze” which will prevent stain from penetrating properly. You can sand the surface with 80 grit sandpaper to remove this, or rinse with a cleaner such as Benjamin Moore’s Brighten and lightly sand before staining.