A WEP key has nothing to do with your DS system but the WEP key is the password that is needed for secured wireless modem networks when you're trying to set up the connection with other devices. Most default WEP keys can be on the router or the modem already but if the key isn't a default one then you'll have to ask whoever set up your modem or Router for the WEP key.
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No you can't. You'll be better off connecting a potato to your Internet. It's easier anyway. I suggest going into a library or McDonald's and raiding their wifi and hope its WEP :P Also you can buy that wifi adapter for the ds that plugs into your computer. It's more straight forward. Costs like £5
Yes, if there is no security (password) or the security is WEP.
Yes
It needs wifi.
yes it does