How to use photomultiplier tube
from what I had gathered from the datasheet that you sent I will answer your questions. in the order that they appear. 


the supply voltage is something that is generated withing the tube itself the only thing that you need to is adjust the control voltage.


The text said to the following. 

"Monitor the voltage between the white (Control Wire) and the black (0V) the photo-multiplier operating voltage is 10000x that of the control." (Be very careful) 


Find someway to bridge the signal wire to a probe and make sure that you have a proper grounding as well. 
No the signal should be powerful enough or your equipment should have an external amplifier. 


One thing to keep in mind is to wait a bit when you have everything set up to let the tube warm up, warm up time is all so stated in the documentation. 

Good Luck.