#1 I can't really help you, I have only downloaded the native solidworks files to use in my assemblies. It sounds like you are downloading a database of parts or something? I think you can create a new folder in your "toolbox" to keep all of your custom parts. I have never ventured into this so I can't give you any pointers.
#2A You can either rotate your part within the workspace or you can create a new coordinate system and save it with respect to that coordinate system. I agree with your conventions but I have adapted to Solidworks because I like the "front plane" to be like you are looking at a sheet of paper. To get this, you have to have the front plane lie in the x-z plane. The top view lies in the x-y plane.
#2B I think a new coordinate system may be what you want here. You can do lots of customization of this nature. I think its tools>options or tools>customize.
I would encourage you to not worry about what the axes are called and just stick with front, top and right as your three reference planes. It will save you a lot of trouble when you start collaborating with others who are still using the default coordinate system and it really has no effect on how you create your models.
#3 Each mate type constrains the parts in a different way. You have 6 degrees of freedom for each part. 3 rotation, 3 translation. If you mate 2 planes to be coincident or some distance apart, you will fix 3 degrees of freedom. A second coincident mate perpendicular to the first will fix the last rotational degree of freedom and 1 more translational degree of freedom so now you have one degree of freedom left which will allow your block to slide along your rail.
I really cannot stress enough how useful it is to follow through all of the tutorials that come with Solidworks. They hold your hand the whole way and will surely answer many of your questions.