1. Yes, you can, just make sure that if you already installed the game via wad method uninstall it before download the official one.
2. No you can't, only store it to a SD card.
3. Yes, make sure your game is in Wii menu (no SD card), in USB Loader GX press 1 (or 2?) in the Wiimote, then check the "show NAND channels" box.