Attaching Jamb Extensions

Jamb extensions are usually on the inside, but glue and nails will work fine either way.

Maybe, maybe not. They're suggesting galvanized nails, not bright ones for a reason. If the reason is just that they're coated so they won't rust if the paint flakes off, you're probably ok. If the reason is that the jamb is made out of treated lumber, (and I haven't actually seen that, but there are manufacturers all over) it might make a nail rust out right away.

But in any case, I really prefer (and YMMV) to pre-drill and use trim screws for extension jambs- the casing will cover the heads, and they've got a lot more holding power, so they aren't as likely to wiggle loose over time if you've got a resident or vistiors who like to slam doors.

Far as the glue goes, it couldn't hurt anything to rough the primer up with some sandpaper first.