hi, and we,come to the forum
when you're new to the world of IL2 mods, the only stupid questions are the ones not asked...

okay, let me try and answer yours here -
1. yes, JSGME is included with the CUP install. you don't need to get it separately.
2. basically, as you install extra parts, and you get to a 'restore point' part, it's just a case of simply doing exactly what the accompanying readme tells you to do.
in most all cases, it means disabling (by putting a '-' (minus) sign in front of the relevant folder, and simply adding the new folder.once you test the game with the new folder, and are satisfied everything is okay, you can safely delete the disabled folder.
it's up to you, though, if you want to keep multiple disabled folders, you will have to rename them yourself as you like, but there's really not much point.
if your latest installed part is working properly, there's nothing to gain in keeping the old disabled folders. just get rid of them.
3. no, although that depends what you mean by 'use JSGME' - for my install, i didn't activate anything via JSGME until i had successfully installed each part of each module.
also, don't forget to check out the latest JSGME restore points - this is also needed to be done once or twice during the install process - again, check each individual part's readme file, it gives you exact instructions on each step.
follow those instructions and you can't go wrong.
if there's the slightest thing in a readme that you don't understand, rather ask here in the forum first before doing something you're unsure of.