only with a cards effect. during a normal battle, you can't just simply set it.
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Yes. Once per turn, a monster may switch from face-up attack mode to face-up defence mode, or vice-versa, as long as the monster was not summoned that turn, and had not declared an attack. If the monster is face-down, then turning it face up into attack mode is a Flip Summon, which can't be done on the turn the monster was Set from hand.
Nothing, unless the card specifically mentions a penalty for not attacking. If a monster is in defense mode it is not able to declare an attack, and there are no consequences for not attacking unless the monster's text mentions one.
A monster flipped face-up by a card effect, such as "Book of Taiyou" or "Stop Defense", or as a result of battle is notconsidered a Flip Summon. Only flipping a Set monster manually is considered a Flip Summon.So if you attack a face-down Stealth Bird, it will be flipped but not Flip Summoned, so its effect will not activate.
Destroying a monster does not flip it. But if a monster is flipped face-up when attacked, and considered destroyed by battle, then the flip effect will still activate.
Not manually, no. A monster that has declared an attack that turn, may not switch into defence mode. But it can be switched by the effect of other cards, including their own, in the case of Goblin Attack Force.