By default, press "e" to open your inventory. Make sure that everything you WANT to use is in the bottom row of your inventory. Press E again to close. Make sure you are close enough to place the object or use it on something and right click it to place or use, or left click if it includes demolition. Hold the button for dramatically increased speed placing objects and destroying other objects.
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No, they only pick up blocks that are in the world
You can always use an inventory editor. I use INVedit
The button to exit your inventory is the same as the one you use to open it, by default it is the 'E' key.
well there is a mod for that or you can download too many items and there is a botton on the left where you can save your inventory so if you die you will have your stuff by clicking that button
Pressing 'E' will open your inventory.