1) I am not sure, but I have applied 3 texture maps to an object before
2)Once again, for most objects I have 2 UV's on them. I model them and save them as .ms3d, then UV map them then export them as .x
3)Look around MAKE MESH FROM OBJECT
4)When you open up DBP press F1, go to Commands, then Basic 3D and look under Availability commands. If thats not what your looking for (they will return a variable if the thing specified is available) Then try looking under appearence commands in DBP with commands such as SET ALPHA MAPPING ON
Cheers
RPGamer