Its not Windows
First off, you need to realize that Chromebooks aren't windows, and you need to abandon the preconceptions you have from there. You cannot install iTunes for example, you don't install much of anything, most applications are webpages, some of which are very very complex of course, doing things such as playing videos, editing files, ftping data and creating code.
In answer to your questions,
1) yes there is no issue moving files to and from a usb stick. You can also use the cloud. Chromebooks usually come with some google drive space, tho the full amount isnt free forever. Cloud storage, whether through google or other alternatives such as dropbox have free options as well as very cheap paid options. USB stick is still an option, but if its in the cloud, you don't have to worry about losing a stick.
2) You are correct here. You are working in a sandbox, there is no need to install security software, and in fact no way to.
3) Word is available in a cloud version, but its not free I don't think. As noted above, you cannot install any software that isn't from the chrome store. Google Docs does have writing software that is for the most part compatible with Word however.
4) there are ways to share your desktop, but I'm not aware of any that will work with your phone as of yet anyway. Doesn't mean there aren't just that I can't honestly answer this question.
I really have to stress that you need to realize that a chromebook isn't Windows. You are moving something, that while familar in interface, is completely new. There is no CD drive, no iTunes, no Photoshop and no way to install software that isn't in the chrome store. There are alternatives to many of these that are suitable for most users, though not for all.