I have owned both machines from maxnc. Do yourself a favor and find a different route. I have Syil machines now. Much better machine and company support.
I cannot give Maxnc a low enough grade. They should be arrested for fraud. The machines are not what they advertise them to be.
Open loop has to do with steppers with no feedback or computer correction where as closed loop tends to be with servos and recieves feedback from the motors...as i understand it.
I ahve been waiting 3 weeks on a replacement cable from maxnc.
Take a look a syil or smithycnc.
So to anwer your questions.
1. If you do buy a maxnc yes buy the closed loop because they are under powered and often need correction.
2. You will need a cam program to convert Solidworks to a usable g code.
Maxncs cam is very primative. Buy Mach 3 and a decent cad/cam program. Bob cad cam is great and worth every penny. But the tutorials with it though.
3. Syil, Smithycnc, Microkinetics. Seem to be in your range and a much better choice based on my personal expierence.
4. The cnc learning curve is endless, there will always be something you have missed. Read, and listen, tons to learn and enjoy.