Hi,
Ad 1)
- just install Project Server 2010 bits on your SP 2010 machine
- run "psconfig -cmd upgrade -inplace b2b -wait –force" from SharePoint PowerShell
- copy FileDlg.htm and EditDlg.htm from SP DocLib folder to pwsdoclib
<//img> folder
- create Project Server Service Application
- start Project Application Service
- setup Project Server Web Application (create a new SP Site Collection and than new PS Web Application into it).
See http://technet.microsoft.com/en-us/library/ee662109.aspx
Ad 2) PS integrates into your current SP environment, you just need to setup new PS Web Application.
http://technet.microsoft.com/en-us/library/ee662105
Ad 3) you need to setup Kerberos authentication if you need to avoid the “double-hop” problem. If you want to create PerformancePoint dashboards accessing external data using "user identity", than you need to use Kerberos.
Kamil Jurik SharePoint Server MVP WBI Systems a.s.