Litestep replaces your Window's shell. If it was part of the Window's shell, generally, it was then replaced with a Litestep module. Modules are defined in a theme's theme.rc file, in the theme's root folder. You'll find specific module documentation in the \litestep\modules\docs folder.

1. Theme specific, depending on module. See above.
2. Look in \litestep\personal\hotkey.rc for an example of how hotkeys are set. In \litestep\modules\docs you'll also find the jkey docs.
3. That'll probably be related to #2. See also this thread.
4. See #1.
5. See #1.
6. See #1.
7. Litestep does not skin windows. There are modules that will create Window's color schemes, but you can change window title bars just like you normally would within windows, on the appearance tab of display properties.
8. See #1 and also the !bang section here.
9. As with just about all applications, shortcut icons are created. So, right click, programs, litestep.

For more info, see...

http://lsdocs.shellfront.org/ (outdated but useful)
http://wiki.litestep.com/
http://www.ls-universe.info/
http://www.lsdev.org/doku.php