No, but you can put it on a floppy.
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You put in the ip on the server_properties page of a server
yes, tto save it tho you would have to go to the run in the bottom left corner and type in %appdata%, click roaming and save the .minecraft, and when you would like to play it, put the .minecraft back where you took it from.
yes just put the world file that you want into the world folder in the server files
put your wallpaper on the memory stick. than take the memory stick out of your and put it in the other psp and go to memory stick under photo and make it your new background. also you can plug it into the computer and transfer it onto the PC then put it on to the other psp by plugging that one into the PC.
go to "MultiPlayer" then click on add server t hem put in Mc.hypixel.net