1: Well the X11 display server is (the client) uses window managers to manage the user interaction with X11 apps.
2: WindowMaker, quartz-wm, fvwm, twm, sawfish, and more, are all window managers. You can run the wm of your choice. But it is only the quartz-wm that actually completely integrates with aqua, hence you can minimize in the dock etc... Other wm such as blackbox support their own style/method for such activities. Most of them can be configured to use the gnome-panel instead.
3: KDE is a desktop environment, that uses its own wm. It supports themes to change its look and feel. Its pretty cuztomizable. It is an easy-to-use desktop environment. The other one is GNOME.
4: You can download/install X11 apps through fink. To run them just open Apples X11.app, then in the xterm, type in the name of the app, to start them.
to run gimp type "gimp"
to run OpenOffice type "ooffice"
well there is more... But thats a brief intro