(1) and (2): To select inside a frame: activate the selection tool "Select/Selection Tool" (shortcut "S"), then drag a frame around what you want to select. If you need to set the frame exactly by typing in coordinates (or if you want to use the arrow keys instead of the mouse) use the Tab key to set the two corners of the frame.
(3) Unfrotunately we do not have an updated list other than the one that is at the end of the manual (CAMguide.pdf): ftp://ftp.pentalogix.com/Documents/CAMGuide.pdf
(4) We do not support the DOS versions any longer. You should be able to everything you did in DOS in the Windows version. It will just take a little bit of time to learn the new commands.