What exactly is Pole Frequency in a Filter and how does it affect the frequency response?
1) Why does the magnitude Bode Plot of the response of a filter NOT
  approach Infinity at a pole?


Try looking at this picture and recognize that poles may exist as infinities in the bode plot but more usually they are "behind" it: -




  2) In the attached image, why is Wp (Omega subscript:P) called the
  pole frequency when the denominator clearly does not become zero at
  that frequency?


The denominator becomes zero "behind" the bode plot. See above for relationship between bode and pole-zero diagrams.


  3) Dealing in the S domain if a transfer function turns out to be
  1/(s+2)(s+3) how can the Negative pole frequencies i.e s=-2,s=-3 be
  produced physically?What are the poles in this circuit?


They aren't physical at all - they don't exist except as a mathematical model to explain things. The only thing that exists on the 3D image above (bottom left) is the bode plot.