1) The save button is labeled "Add Item" and it is a big green button on the top right side of the form where you enter the metadat of and item.
2) I think it is more effective to create a collection first because when you add or edit item you can add it to an existing collection. Otherwise you will have to edit all items to add them to a collection which was created after the items were added to the system.
3) You can add many files for each item. When you are adding an item, there is "Files" tab and there is a big green button labelled "Add another file"
4) User instructions will be available by the end of September, but you can use also general Omeka manual available at http://omeka.org/codex/Documentation.
Just remeber that you are using Omeka 2+ version because there are two versions of the documentation.
In the future please do not merge several questions into one in thi Q&A portal. Instead just add several separate questions.