Welcome!
1. As I understand it Steam has the latest version 1.4b. You can tell by looking in the lower right corner of the loading screen.
2. Press m to bring up the messages screen.
3. I understand you can but, can't tell you how as I'm running the old original DVD version on both Vista and Windows 7 with GWX 3.0. I understand with Steam you have to install it a little differently.