In Ospreys wwii dioramas the buildings are attached to the base before painting and weathering,this way all the background features, like buildings, bridges,houses etc are able to be blended in to the overall colour theme. Both Shep Paine and V.P seem to use the same technique. I am presently building a 'snow diorama' with a destoyed church which i am painting first before attaching it to the base. I have a plywood base with foam landscape covered in claycrete. The church and the foam are attached with water based 'Selleys' liquid nails, also i use PVA glue for all groundwork,shrubs,grass,trees,dirt,etc.
Wish you all the best with your diorama, don't be worried, its a great art form and you do get better the more you build.