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Use these assembly techniques when installing crown risers and molding to minimize visible gaps and nail holes.
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Generally, yes. The sheathing of the building should be covered with something to keep out water that leaks through small cracks and joints. Basically, that's what housewrap does. So using Tyvek, tar paper, PVC, or other such material behind the brickmold is a good idea.
I'd recommend spending a little extra and getting a brickmold made of a synthetic material (plastic) rather than wood. The wooden brickmold is almost always pine, which is one of the easiest rotting woods there is. No amount of paint can really protect wood in such an exposed location.