Lets see here.
Not sure on the first two questions.
Users do not have to install anything on their PC if you use a BES. They may want to install Desktop Manager for backup,media purposes though. But this is free and can be downloaded from BlackBerry
Users can set up POP accounts on their blackberry to get email from GMAIL,Yahoo,Hotmail etc.
Not sure on the Exchange and same pc....I personally have a BES setup on a server by itself.
Nokias should be ok too, I recently setup a Nokia E-62 on our BES, there is info out there on configuring it for a BES.
Hope this gets your started. My Blog