Hmm... very odd. Do you have enforced anti-aliasing enabled on your graphics card driver settings? Those lines look suspiciously smooth, unless you've resampled the screenshot.
Fixed it but it's useless anyway. Don't run your map at the end of the compile, just open Steam normally and run the map manually. Read the tutorial on it in the beginner's section at this site if you don't know how.
Well, the pistol one's definitely there, I think it's something along the lines of "9mm_sil.wav" or something. Sit there and play every WAV in Wally. Only way.
Well, there're cylinders. Read all the Beginner tutorials on this site or you'll never get anywhere. Really. They're worth it!
If you really want, sure, jump in at the deep end here but that's probably a bad idea. Spend a day or two getting used to mapping before you actually try to make a map for playing.