You first need to get all the fine sand off it- wash it down with rubbing alcahol- then do your welding- if it's in a dry place it will be just fine until you weld it up anyway, as long as your going to weld it within a few weeks. Don't freak out over some small surface rust on your frame- it's STEEL, not body tin, and a wire brush will remove it easily.
If your going to let it sit till next spring then spray it down with WD-40 until you get ready to work on it & then wash it down as above.
Weld & then if your going to paint it instead of powder coat it then etch prime & epoxy seal it. If your going to mould it in do it after you etch prime- but before you epoxy seal.