Hi,
1) And identity field is the SqlServer equivalent of an autonumber field.
2) Click on the 'Key' icon to make it a primary key, or use the 'indexes' under the table in the treeview
3) Ideally yes

You can bind grids, listviews etc to your datasource, and do it that way, or retrieve the data into a sqlceresultset (recommended) or a dataset (slower) and populate textboxes/labels etc