Create category filters

1. The category option on the left of the filter options screen define the categories on which you want the filter to be displayed. The option on the right defines the parent category of the categories which will be listed in the filter.

2. That's indeed the case.

3. In the Display tab of the configuration, or in the options of the filter module (it depends where you show your filters), you have a "number of columns" option for the filters. Just increase it if you need to. The columns option in each filter allows you to select the number of columns the filter will eat up inside the columns of the filters.
So if you have a 3 columns display, you can have one filter on one column and one filter on two columns, or only one filter on one column, or three filters on one column each.