As far as I'm aware the MD5 scripts available on the tools page
do work with QW but iirc you have to do some fiddling around with them to get usable MD5 models.
1) No, all models need a collision hull and/or clipBrush placement. If you put an unclipped model into the game, players and other objects will be able to pass through it. I cant remember but I think *.cm files were clip models but I can't for the life of me remember how those were made!
2) Your best bet is to look at what its going to replace, there's usually a series of files associated with MD5 models where all the information about what the model is and how its used is placed, so things like animations, collision data and so on (that was *.def files in Quake 4 iirc).
3) You can do simple 'scripts' in the def files in the sense that "X" animation plays on "death" and so on. But complex scripting needs to be done in a *.script file that sits in the "scripts
4) When you export the animations it's best to do them individually so if you have all your anims in a single track but in different positions you may need to separate them out into their own individual actions before exporting. There is an MD5 version floating around somewhere that exports multiple tracks at the same time but I don't have that on the tools page.