If your baggage tag shows your final destination, your bags will be checked through automatically to your next flight. If it doesn't you will need to collect your baggage and check it in as normal for your connecting flight.
If you are travelling with any other airline, you need to go directly to that airlines website, to add your Advanced Passport Information (API), if required.
Yes, however we strongly recommend that you make your way to the departure gate of your next flight as quickly as possible as you will need to clear security again within the airport.
Your gate information will be visible on the airport monitors upon arrival.