It depends on the natural hardness of the wood.
Some hard dense woods don't need anything done to them, but softer woods with a more open structure can benefit from at least some superglue in the holes that the pins will go through.
One problem to watch out for is that the glue will make the wood react differently to any finish you plan to apply. e.g. oil won't soak into the wood if it's already been saturated with glue.