I can't help you with the paints and papers. Any paper that is dimensionally stable after soaking in water several times would be suitable for gum.

The lamp - I don't know! Does it have a curve that shows the spectrum of light it produces? I've never used a UV light source, but it seems to me to be an integral and important part of the process.

Why not start with bromoil, which is based on regular standard black & white silver prints on certain papers (according to Gene), and requires MINIMAL investment?!
Then save up for a proper UV lamp. At least you'll be busy in the meantime

- Thomas