Theres a bit much there to what you are asking, mnost of your questions can be found by
1. reading the manual;
2. looking at old threads (its all been covered) on here/simhq/frugals(when back);
3. Practise the training missions over and over.
heres some basics - if you are using realistic avionics:
1. unlock the target and lock up another one on radar (RWS/TWS), or if they are close use an ACM mode to lock them automatically.
2. You will see the circle get bigger when its in range - you also have other cues - all in manual
3. depends - with IR or Active radar (eg R-77) you wont get a warning - with R-77s - they will show up on your RWR when they go active - this may be too late to save you though.
4. Here you need to use your radar to take out the MiG-25s, then move the radar antenna to find the MiG-29s quickly and take them out - may be best to use unlimited ammo herefor practise - there are about 8 planes in theatre.
5. You can use zoom and NVGoggles (with trackir) - or use the Missile view key even to take a look. Pitbull just means your AMRAAM has gone active - this is in the manual
6. if they have missiles die every time - you screwed up getting into that situation! - if you are talking about the porked radar training mission then learn to shoot with the radar modes and fly fast - dont let any get on your tail or you are dead.