Loop bandwith and open-, closed- loop gain in ADIsimPLL
As stated by LvW the gainbandwidth is a good approximation for the closed loop bandwidth in the case of unity feedback.
I have a strong hunch that N is the frequency multiplier factor. To multiply the frequency you need to divide it in the feedback loop, hence the division by N.
When plotting in dB the difference between \$|A|\$ and \$|A|^2\$ will be a factor of 2. If you want to check: a single pole transfer function should roll off 20dB per decade for \$|A|\$. 40dB/decade if they're plotting the squared amplitude.