1) using Paypal Pro is 2 services:
a) Paypal Direct Payments
b) Paypal Express
the pages generated for paypal pro will be
checkout.php - This will contain the button to checkout using paypal express and the billing / shipping form for direct payments
confirm_cart.php - displays after the Direct payments form is filled in with shipping added and shows the CC Form
confirm.php - processes the Direct payment and stores the order info
pp_confirm.php - if the user click the express checkout button on the checkout page, this is the page the user is redirected to that processes the express checkout transaction and stores details in the DB
checkout_success.php - this page is used for successful transactions.
2) to use paypal payments pro, you must select the option to install an SSL certificate
3) The shipping address is determined when the customer fills in the checkout form.
4) no question
5) the eCommerce DB is available here:
6) The email generated uses Universal Email, you will be able to customize the email look and feel after running the wizard.
7) yes, any time you are making CSS changes you should save them to another style sheet and attach your styles after the wizard generated styles.
for more info, see the eCommerce series of tutorials:
in the Add checkout and administration section there are links to tutorials specific to the diffeant tabs in the checkout wizard. the Online payment solutions section has details on the different gateways.