I have the P8Z77-V mobo, but it should be similar in how the Asus mobos work.
1. Yes, Fan Xpert 2 will allow you to change the speed (RPM) of the fan based on a percentage (not numerical RPM value).
2. I'm new to this too. But I think the CPU_OPT fan slot is used if you have another fan for the cooler (2 fans doing push/pull config) w/o having to buy an extra Y-splitter.
3. You can find that in the spec of your case fans or whatever fan you're buying.
4. No software can do that for you. When hooking the fan up, check the arrows on the fan to make sure you position it as an intake or exhaust.