Correct. The idea is that you don't need a keyboard, and wifi-reception within a cab (especially candy cabs) would be pretty bad to begin with.
In gamepad mode, you have menu options for space and enter - will get to this in the documentation when I cover gamepad mode.
No idea, I wasn't even aware of this tool - will give it a go and update documentation accordingly. There is nothing inherently magic about the Expander, if you enable composite sync and direct_video stuff should work - but thought I'd provide a simple to the point write-up to let people new to MiSTer get something working quickly.
