Surface finishes are done on parts to either improve the surface quality of a part or to make it rust resistant. The three main surface finishes are: Sanded, Polished, and Painted.
Painting is used to seal a metal surface to prevent it from rusting or to give it required performance properties like a desired color or static resistance.
Polishing is a method to create a non stick or slick surface that repels moisture. It also creates a slippery surface for a low friction part. Note that you cant paint a polished surface.
Sanding is a method to remove imperfections from a metal surface and to prep it for polishing or painting. It can also be a final finish if it is desired.
With all forms of surface prep it is important to be aware that there will be dust particulates created. Wear appropiate PPE if it is required. With power tools you will require hearing protection.