Like Brian has suggested you should first check to see if the images are being uploaded to the server. You should also check the permissions to ensure that they are set correctly. If you continue to experience problems with this let us know so that we can help you look into it further.
For the third question about the file manager HTMLEditor makes use of Kae's File Manager. In the implementation that we have it is only available within the HTMLEditor. Here is a link to the page for more information about this file manager.