For the first game, the download looks like the first file in a split archive because the extension is .001, but it's the whole game. Use 7-Zip to extract, remove the .001 extension from the filename if you have problems.
Volumes 2 and 3 are in English. I don't think there was ever an English version of the first game.
Yep just like that and if you lose, you can corrupt that girl by raping her.
You play as the monsters in the first one (fairly certain in the 2nd one too) and switch between the girls/monsters in the 3rd depending on the point in the story (you still get a sex scene when you control a girl and win, due to dues ex machina tho).
