How stops and limits work is explained in much better detail in the manual than I could explain here. Look here: http://manual.zorro-trader.com/stop.htm. The profit, risk, loss etc. in the messages are money, not pips. Setting different trade sizes is dealt with in workshop 6. You can use the "Lots" or "Margin" variables.

Your manual has a search function that leads you directly to the page that you need. Once you've read it and do not understand something, just ask here.