1. You would animate in whatever modelling program you use. I believe you would need to bone at least some of them - exactly how this should be done to meet FPSC requirements in some instances I am not sure and would be a matter of trial and error for me. As far as I am aware there are no official published guidlines to provide technical guidance for producing such user made models. An official tutorial in the manual eventually might be useful here.
As far as complex models like NEW charactrer models are concerned - modelling, preparing, boneing, skinning, animating and saving them successfully for use in FPSC is I suspect something of a nightmare, but maybe not. I dont like the look of trying but may do so later on.
Perhaps you might find it useful in the case of characters if you could open a default character (copy) in a moddeller and study its makeup.
In the case of simpler entities or segment entities like doors they do not require bones as far as I can see as I have successfully made new double doors without them and they are just frame or vertex based animated models without bones. They work perfectly.
2. Sizing is not a problem - just import any default entity model (copy) x.file (say a wall) into your modeller and use that as as measure to scale your new models to. If you find that your modeller does not work in the same scale or export/save in the same scale as required by FPSC then you may have to just test a new model out to see how its sized - then you can work out any scaling requirement and adjust in your modeller accordingly. If you do this test on the default door (copy) you will have imported as a scale reference - then once you have the scale correct you can use it always as your measure - again you only need do this once.
3. Start with a simple box model like a crate - then if you want to animate something try doors like I did.
4. Make your textures in any paint programme. Save as BMP if you like and apply to your model. When you have made the model complete with textures - export it/save it. Via conversion if necessary convert to .x file. View in something like 3D exploration. If the texture(s)/skin is present by default then you are OK if your model is not textured then the model has no UV mapping info so you will need to apply it in your modeller before export/saving.
The hard part may be getting multiple textures to export with the model as a one piece skin. If you cant do it then you may be able to take a copy of a default FPSC model skin and amend it for applying to a new model. (Thats if they are roughly the same dimensions not necessarily same scale) i.e. if its a character use a default character entity (copy) as a base template to model your new character at the same overall shape. Thats a bad and difficult way of doing it, but if you are stuck with the skin - it made be a workaround. The best option is to make the effort to find a method of obtaining your one piece skin though.
Once you have your model and texture successfully saved you can then actually convert and replace, even scale the texture to any format that FPSC can use. I use .dds for almost everything that I can except editor icons. You then call/reference your texture in the new entities script file which you will have made - all appropiately needed files having been placed in the necessary FPSC folders.
5. Once you find a method of working with whatever progs you have or can find for free or buy, then you will have learned your method and wont have to do so again.
Thats briefly what I would suggest. I hope that helps a little.
Start small is the best option.