1) Most USB devices are fine in linux. I've used several printers and drives. You can check for your specific printer at the linuxquestions.org hardware compatability list
2) No, you can't install a linux driver from windows. You'll need to transfer the file from your windows partition to linux in order for it to install. There are plenty of postings here on how to mount windows partitions from linux, but I'll give a quick rehash, making the assumption that you have one harddrive, with windows on the first partition, and linux on the 2nd.
Do all this as root:
mount -t ntfs /dev/hda1 /mnt/windows
If the last command lists the root of your windows drive, you're set. Just navigate to wherever you downloaded the driver in win, copy it to your home directory in linux, then install it.
3) Makes absolutely no sense. If you are connecting it to the internet, then it most certainly is connecting to the WAN. In any case, nearly every 10/100 ethernet card will work in linux, and the vast majority of gigabit cards as well. To be certain, use the aforementioned hardware compatibility list to be certain whatever card you get will work.