hello and welcome.
1. Leaving out the polycount of a scene, i wouldn't go over let's say 150 entities (any kind) in a level because rf has to cylce through them all every frame and decide if they are going to be used, for example. For the polycount, i wouldn't go over let's say 1200 for characters when there are like 5 on the screen at one time. This is due to hardware T&L not being implemented yet. But normally it's better to try it out, it all depends on different thinghs. It's really hard to find the 'last truth' here.
2. Best are milkshape3d, gmax, 3dsmax and Truespace (the old 3.2 is free i believe), because there are converters for those programs. RF uses an own model format, the ACT format. Milkshape3d exports to BDY(body) and MOT(motions), which are then combined with ActorStudio(in the tools underdirectory) to form an actor (=>model). gmax exports to KEY and NFO which can also be used by ActorStudio. 3dsmax files can be imported natively i think by ActorStudio. But Truespace can only be used for modelling because it lacks bones. The converter converterts directly to ACT. (uh i hope i have not confused you much with all those extensions). Onve you have the model in the ACT format, there is no further conversion to be done. Models can be uvmapped, but Rf can also use more than one texture on a model (one for the head, one for the trousers, etc.). I hope that's what you meant.
3. In RF, there are different types of bringing an actor (=model) into the game. There are Pawns which are for enemies and NPCs, StaticEntityProxys for your small props that don't need to have per poly collision, and staticmeshes for your big ones that need per poly collision (like terrains, or your wall where the bullets can fly through the hole). But be warned, with big models (in terms of polycount) the per poly collision is really slow. You are better off when you break the model into parts which then are different staticmeshes. Read the manual under Pawn, StaticEntityProxy and Staticmesh for more information.
4. Yes you are right. In Rf, there is also an entity called Skydome, which simulates a sky. A farclip plane would also be good for such a level. If you want to know more, you should read the sections in the manual under Skydome(the sky), EnvironmentSetup(farclip plane), and maybe Staticmesh (for the terrain maybe)
This should be enough for now, there is also an ebook for rf, it was not written for the current version but still gives a good overview. It is found on the downloads page of the rf site. ("Making games..." is its name)