1. You can add other games by dragging the shortcut file into Launchbox and choosing no emulator. There are some threads around the forums explaining how to do this.
My preferred method is to put shortcut files for my games in a single folder and then drag them all into Launchbox as my "rom" files. This will then start up the import process, pick any emulator from the list, it doesn't matter which emulator you choose because it will get changed after. Once all the games are imported select all the games with Control + A, right click then choose edit. This will bring up the "Bulk Edit" wizard, choose change emulator and from the 2nd drop down menu leave it blank. Your games should now have no emulator associated with them and they will just launch like a normal Windows shortcut.
2. You can add them all at once.
2.1. I don't know, I don't have any Windows Apps games.
3. You can but it is not optimal at all.
4. You need the premium version for BigBox and themes.