1- Depends on your goal. I'll leave this to one of the more experienced mixers here to elaborate.
2- I would always do a rough mix before adding effects. You want the raw sound to be its absolute best before altering it in any way. That way, reverbs, flangers, etc, are all working with the best quality source. There is an old saying for old programmers, "Garbage data in, garbage data out." That applies to audio/video work, too.
3- Yes, you want to Group tracks so you can mix them all at the same time with the same control.
4- Depends on your goal. Do you want to bounce it down for playback on your stereo to enjoy? Then one single file. Do you want to take individual tracks to another application for further work? Then bounce to multiple files.