billeddy:
I will try to answer your questions.

1. Yes. You need to add the Key Maps to your Character Set, otherwise that Character Set will not use those Key Maps.
2. It's absolutely fine to change any hotkeys or keystrokes inside any key to whatever you want. As a general rule of thumb however; don't use any modifiers (Ctrl, Shift or Alt) with your ingame keybinds. This can cause problems in ISBoxer.
3. No. You just have to create the Variable Keystrokes, but you don't have to configure them in any way. That's what the Set Target keys does ingame.
4. I haven't used the "Many New Mapped Keys" feature myself, so I can't say anything about it for certain. But if you want to embed the assist keys into your DPS Rotation key(s) then you will want to use all the assist keys before any ability keys, so I'm not sure if it will work with the "Do This First" feature.
Regarding Target Window it depends on what you are wanting to do. If you are using another Mapped Key inside a Mapped Key then you want "Window: Current". This goes for the Assist keys for example.
You can use the Assist keys on their own, instead of having them embedded into a DPS Rotation key, if you want. Just skip putting them into the DPS Rotation key(s) and instead create a new mapped key where you call all of the assist keys (Window: Current, Assist & Follow Keys, Assist Slot 1-3). Hotkey this in ISBoxer to whatever key you prefer and use that to manually trigger assist whenever you want.