1) Yes, each device must have it's own IP
2) the pronto finds the network it should connect to with the SSID. You must input it into PEP2 under the network settings (when you use wireless) in the field SSID. If you don't do this the TSU will not be able to access the network. Also be sure that you know the SSID of you r router, and that the router has SSID broadcasting enabled (was reported that sometimes works with a secret SSID but is not generally advisable.
3) Depends. with fixed, your devices always use the same IP, with DHCP it can be different. with the DHCP the device has to ask the router for an IP address and the router has to provide one. Thus the DHCP server on the router must be enabled and properly configured. With DHCP you can't get IP duplication like in static. I prefer static.
4) Your option. The router (if it's the only one) must have a static, user defined IP (usually 192.168.1.1) it defines the IP space of his subnet (192.168.1.* with a mask 255.255.255.0). You can have the TSU in DHCP and RFX in static, your option.

To configure a RFX:
set a static IP address on the RFX (configure via browser, easyest with the provided crossover cable, type 192.168.8.80 in your web browser). If you use the crossover cable be sure to set that your computer has an IP in the same range as the RFX (ex. 192.168.8.10), you have to set this up in the network options of your PC. Don't leave it on automatic. If you use configure though router, use the extender discovery tool (make sure u flip the switch in the correct position).
When you're on the setup page of the RFX, set it to DHCP or static, your choice.

Then in PEP2 view->building blocks -> Equipment & codes -> add extender to project. Choose serial extender, and input the IP ( static or dhcp if dhcp leave unchecked). Be sure to assign it to the right ID, and that the RFX has the config switch in the use position.

This should be it. Sorry if it's a little chaotic, but don't have the time to clean the text up. Hope it helps.