Greetings!
2) That depends on which windowmanager you are using. For example I'm using
Windowmaker, when i start an application, the windowmanager will display an app-icon which i can drag into the shortcut bar. But whatever windowmanager you are using, all of them provide some means of making "shortcuts" to your applications, be it in a menu or a shortcut bar.
3) Edit /etc/motd . Easy, wasn't it?
4) To exchange files with win machines using the lan neighborhood you need to install samba (client & server daemon). You can download those at
http://www.samba.org/ but your distribution should include them as packages as well.
In orderfor win clients to be able to download files from your linux box you have to configure and start the smbd which works not unlike an ftp daemon. man smbd and various HOWTOs on the web will provide all the information you could possibly want on how to set up smbd.
To access files on a win server or to mount a shared directory from your linux box you need to use the smb client files which are command line programs. If you are accustomed to the windows lan neighborhood, I suggest you take a look at
xSMBrowser. After about a minute of configuration (no config files - only pressing a few buttons

) you can use it just like you would win's lan neighborhood. Mind you however that it is only a frontend to the command line programs - you still need the smb client files installed!
Good luck!