Dilute the wood-cleaning product with water as instructed on the product's label. Dampen a rag and wipe across all the walls of the sauna, following the direction of the wood grain.
Line the floor with newspaper and cover with masking tape any other areas you don't want to be painted. Mix your paint in a large container if you are mixing your own color. Thin the paint if it is thick pigment.
Apply the paint or stain to the walls using either a paintbrush or a paint gun. If you are using stain, you have the option to apply it using a rag. Set a paint gun to light viscosity.
Add a second coat of paint or stain if necessary. Preserve stain by coating the walls with varnish, wood polish or shellac.