A: See the files src/applications/cdr/bratu.lisp and src/applications/navier-stokes/driven-cavity.lisp for examples how to solve nonlinear pdes by a Newton iteration and multigrid.
A: This is work in progress. At the moment, you have still to set up your time-stepping scheme yourself by assembling a delta-t dependent term in matrix and right-hand side.
A: Yes. This is done by marking parts of a domain and specifying problems depending on this mark.
A: Please ask on the femlisp-user mailing list for help. You will have to subscribe for doing so (spam protection).