Yes. As long as it has a USB cable, then it should work. You’d only have a problem with PS3 arcade sticks.
This is more personal preference. Do you prefer digital or a hard copy? I personally prefer a disc copy of the game if I can get it, since if something happens to my PC or my internet, I’ll still have the game. Plus, if you install the game using a disc, you can then play the game without the disc inserted. I’m a Steam noob myself though, so someone else may be able to share their opinion on Steam.
I think there’s only one other fighting game series currently available on the PC, but I don’t remember the name of it. However, Street Fighter X Tekken is going to come out for the PC, so there’s that.
At the moment, the PC community isn’t as lively as it was before as people are currently waiting for the 2012 update for PC (though there are still some players who play, myself included), and I have no idea what the release date for it is (I’m guessing sometime this month though). However, when the update arrives, there should be a lot more players playing.
So yeah, those are my answers. Hope it helped at least somewhat.