1) I like DesignCAD, although I no longer use it (Use AutoCAD now).
http://www.imsisoft.com/faminfo.asp?fam=2 $90
You may also want to look at
http://www.a9tech.com/ , it's free.
2)You don't have to install windows, but you can if you want to.
3) You need something to create g-code from your CAD program. You can try ACE from
http://www.dakeng.com . It's free. Or SheetCAM from
http://www.sheetcam.com. Not free, but much more powerful.
4) Yes. If you have a wireless (or wired) network, you might want to consider setting up a dual boot system on your machine control computer to send files over the network. Then just reboot into DOS to run the machine.