Hi, welcome to the forums
1. I don't think you can do it inside FPSC itself. You'll need to edit the file in something like
audacity and adjust it there.
2. You need to use waypoints. Waypoints are covered in the .pdf manual which you will find inside your FPSC directory (and accessible from within the editor in the help section)
3. You need to create text huds. Personally I use
Signs to create text as it's quick and easy. It does cost money though so you might to use something like
gimp to create your own.
4. You change the skyboxes from within FPSC. I'm pretty sure this is also covered in the manual.
If you have updated to the the latest version of FPSC you'll also find the official community guide in your docs folder, which is invaluable to new users and probably answers questions you will have soon.