a)Turn off the ignition key, (one click)
b) turn handlebars to the left, push in ignition key while turning counter-clockwise (second click). Now your handlebars are locked
c) press and hold either yellow horn button for 3 seconds and then release. (beep, beep, beep) It's on!
d) go shopping........finished shopping....
e) put your key into the ignition and turn on the power, (red light turns on). Yes, if you are too slow, you shake the bike or bump the ignition, better plug your ears. Also, if your red power button is turned off, you can not disable your alarm. Turn it on.
The u-lock is just a deterrant, lock it on the back wheel since that is the most expensive piece on the whole bike, (or is that the battery)? If you are really that concerned, get a motorcycle chain or cable lock, but people might laugh (and the lock will be the most expensive thing on your bike).
3. & 4.
I suspect you got this one figured out, if not, 3 is 4.
Have fun and wear your seatbelt.