1. Yes you can format and mount a drive so that both Windows and Linux can see it. You file system type should be fat32 for best compatibility. See an example at http://www.linuxjournal.com/article/8761
2. Stay away from SATA port multipliers. If you want to add more SATA drives, buy a compatible SATA controller. See the Linux SATA driver status at http://linux-ata.org/driver-status.html
, before buying a SATA controller.
3. How to install the driver, will depend on what you downloaded. Did you download source files, or a binary package? If you downloaded source, you'll need to compile and install the kernel modules. In most cases, the installation scripts also are included with the source. I'm not familiar with Debian Lenny binary packages, so someone out there might be able to help you.