1) I don't shoot RAW + JPEG, so I'll let someone else who does answer.
2) All lightroom adjustments are available to both JPEG and RAW files. The difference is in how extreme those adjustments can be before you start to see quality deteriorations. As an experiment, try adding +2.0 EV exposure compensation to both JPEG and RAW files. You should see that the RAW file will handle the edit better than the JPEG file (i.e. the JPEG will start exhibiting unnatural colours while the RAW should still be fairly usable).
3) The original files are not touched. The changes are stored in a database and if you want your Lightroom edits to be visible in an external application, you'll have to export the file.
4) As you're loading a RAW file in Lightroom, you're seeing the preview image that's embedded within the file. This preview image is a JPEG that's been processed by the camera. After the file has been loaded, Lightroom processes the RAW file and updates what's shown on your screen with it's own interpretation of how that RAW file will look. The difference between the embedded preview and Lightroom's rendering can be minimized by choosing the correct camera profile (see http://blogs.oreilly.com/lightroom/2008 ... -ligh.html
) but in my experience there will always be a slight difference.
Hope that helps, and welcome to the forums