The tutorial script should work fine. Make sure that you have all of your semicolons.
You can import the level as a mdl. It's like importing a model to MED, but importing a model to WED.
Proper RPG? Not sure what you mean. If you want multiplayer, you are kind of up the creek, but I would check out Locoweeds MP tutorial. If you want single player Morrowind or Oblivion Style, check out the Acknex unlimited site or the tutorial page here in the forum.