1. Using a usb cable would not transfer the audio over to the DAW (someone correct me if I'm wrong on that). It will send over the digital signals instead. If you want to get the audio, you'll have to use a midi in/out cable and plug that into your interface.
2. Using midi in/out cable. By going directly through the interface, you don't have to worry about latency. You'll notice that the notes don't always line up with the appropriate timing when you use a usb cable.
I'm not very knowledgeable in the world of preamps to be honest, but I feel like if you have an interface that has midi in/out ports, you don't need the preamp. (There are interfaces with built-in preamps though, so you could probably look into that.) Sorry I couldn't help with the last two questions.
