1. Take note of the slick side (avoid the rough side).
2. Protect your work area, and put down paper/drop cloth if necessary.
3. Apply gesso/primer to the smooth side of your board, and spread it out
   1. NOTE: without gesso/primer, the painting will start to rot after a decade or so.
4. Allow 1st coat to dry completely.  Then, apply a 2nd coat.
5. After 2nd coat has dried, take it outside to sand the surface smooth
   1. NOTE: Do NOT sand indoors (we do not have appropriate ventilation for dust removal).

Another technique involving a specific texture for the gesso: