You have 4 choices here
Make a note of your selection under 3. Finishing on your order form.

Raw MDF
The cheapest option if you don't mind sanding and painting your own covers.

Primed MDF
Roughly sanded with a base coat of paint, ready for a you to paint the top coat.

Painted MDF
Sanded, primed and top coated, ready to be fitted to your wall.