They are found in different places in runescape, and they give you access to new areas. To see the locations open your stats on runescape and then click on dungeoneering, then click on where it says "Areas" and it tells you where the mysterious entrances are and what dungeoneering level you need to access them. It is recommended to enter a new area as soon as you unlock it, because it gives a good ammount of dungeoneering experience.
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Well after all my years playing runescape, i still haven't found a store that sells them but the Grand Exchange is where everyone buys their items now. if you have anymore questions, email me at Tyjo719@aol.com
to change your stats on runescape all you have to do is level up.
for all the help i need with runescape i go on runehq.com
There is no "best" auto for runescape. They are all illegal (in the real world) and are against the rules.
Imps are found all over runescape. There are some by the sheep farm in lumbridge, a bunch by the Karamja volcano, there are some by and in falador, few by Rimmington, I believe there's one near the Ice Mountain, etc. Like I said, they're every where.