well

1. yeah
2. they are not attached, they are always there, you just access them using dot.(like you are using a element in a struct)
3. entites can store variables, in fact entites consistes from diffren type of variables/arrays, it has 100 vars(skills) a model(the visual apperance of entity) x,y,z,pan,tilt,roll and so on. If your entity is global(like you defined a Global ENTITY*) you can use them globally. Like you can use player.skill1 on another action. if you use me.skill# then it refers to skill of the entity that is running the action. Multiple entites running same action, can have diffren skill values, i mean:

action random_num(){
my.skill1 = random(1000);
}

all entites using thsi action will have diffrent number stored in their skill1.

4. yeah