iTunes libraries are automatically refreshed, afaik.
i think you should head to a library and look through david pogue's OS X missing manual. you know what you were doing in Windows, so reading that book should be a breeze for you. and you'll learn a lot.
by the way, related to the first point you raised, unlike windows, there's no real harm in keeping apps open. (sure, close the documents or windows within the apps to save screen space or reduce clutter... i'm talking about not quitting the actual app.) it won't consume much of CPU, if at all, and there won't be any menus taking up space on your monitor. plus your program will "launch" instantly the next time you want to use it...