First things first , GET OUT OF THE ADVANCED TRAINER, it is not worth driving that as you will only have to relearn everything later. Sorry for that rant
As you are learning try only to drive at Monza or Watkins Glen, and at this stage only drive the Cooper, Eagle or the lotus if you have too. Turn off auto brakes and auto gears.
As to your questions.
1. There are alot of setups online but must of them (98% or so) are very tricky to drive. If you have to use them (and please don't) then you have to go (file names)GPL-players-your name-setups. get the Solitude track as explained above to get a good base setup.
2. Not sure what you mean, try going through a single race screen.
3. put the downloaded tracks in to (file names) GPL-tracks- then have a read of the readme file.
4. If the manual is not at
www.papy.com then I am not sure where it would be. While you are there get the 1.2 patch and the Direct3D patch.
Hope that helps.