I think Allan answered most/all your questions but I'll try to answer, saying the same things in a different way; hoping together you will understand...if not, ask again what we missed.
I have used SU a bit with TFP but I'm not an expert....but I also use several other 3D programs too.
1. importing a 3D .skp file . . . you should not lose any details (in 2D view you see all the 3D model facets/lines etc....but you can turn them down/off to unclutter the view in 2D and I think in 3D line render....have not done hardly any of those).
2. virtually anything you want to create in any std/compatible program such as .3DS object can be imported into TFP for use but 2 cautions: must set domains to apply materials to different parts of an object, and imports fit into catalog in some places but not other folders and none are parametric (very limited adjustments...not like windows and doors and walls)
3. not sure what you mean here....you import objects to scene and save to catalog or import directly into catalog...and MUST save the changes when closing TFP or changes are lost. see help file on catalogs
4. .3ds object files are stored in catalog, .jpg files stored in PC folder. you can use more than one catalog...but only one at a time.