far more questions than you relise there...
be sure you've run throught the full tutorial that comes with Pro
BSP's from worldcraft require the .wad files in the same directory ... the MDLs are weird, and i got them animating but that was 3months or so back and i can't remember now - so erm i guess i could look into it again.
last one just use the BSP Collision, but you need to see and example of it in use and right now i don't have the time or patience to spare to show you in any sort of understandable way.
Check the help and demos in Pro
Anata aru kowagaru no watashi! 