This probably isn’t the correct forum for this, but if you had actually posted this in the right forum you would probably never get an answer, so I’ll just answer here!
1 As far as I know, only PC.
2 No, you acquire the roms then put them in the roms folder that fightcade will create when you unzip it. it has to be the roms that were current when that version of FinalBurnAlpha released, so your best best is looking specifically for fightcade roms.
3 Fightcade/GGPO work like this: The more innate input delay you add to your connection, the smoother it will be. If you have not enough delay set, you’ll get semi-frequent rollbacks, missing frames of animation, or connection stutter. whether input delay or rollbacks are better is a personal choice, and it’s up to you to find your comfort zone. also, some games are more susceptible to this than others. you’ll never have a lagless connection on Fightcade but you can usually settle on something playable if you aren’t trying to play someone from the other side of the world.
4 Here is a print screen of what fightcade looks like at the moment, with games sorted by how many users are in each room:
As you can see, KOF 98, 2002, and SF3:3S dwarf everyone else. that’s generally how it is. what you see is more or less what it’s like every night.