Concrete is very durable, and also very porous. In an exterior application it may stain, but on the inside of your home where the humidity and moisture is relatively low, it is not hard to clean. As for dust, it doesn't collect a lot of dust, but in the joint lines you could dust off occasionally, but not usually a known issue.

Would you recommend painting it for interior walls, fireplace, etc?

I think that is up to you with what type of aesthetic you are trying to achieve. When left bare, it has more of an industrial and rustic look, while if you paint it - it could be more sophisticated and refined. It also depends where this is. I think a fireplace would look great painted, but if you have a loft type interior, exposed may look great too!