Ooof - #1, I don't know. I've never NOT used the built-in webserver. Always seemed the easiest way to go. I know this probably isn't the "prefered" route, but re-installing CF would probably only take you 10 minutes, and you can make sure that you select to use the built-in webserver.
#2 -- You can either move all your CF projects into the ColdFusion WWWROOT\ directory (C:\CFusionMX\wwwroot\), or set up a mapping in the ColdFusion admin area -- the installation should have handed you a link to that at the end. That CFadmin area is your new best friend
You typically don't need to putz around with ANY config files for ColdFusion. That's what makes it so beautiful in my book. All server attributes (almost anyway) can be modified through that CFadmin area.
If you don't want to copy/paste files over, then you need to set up a mapping in the same CFadmin area. You want to set up a logical path of "\", and your directory path to whatever directory you want CF to look for your projects.
#3 -- Just make sure you include the Remoting Components. The install asks you if you want to include these. Click yes
Or your life will be much more difficult.
Hope that helps a bit!