What should I do as a teaching assistant when I find cheating behavior from actual grading?
Disclaimers: Firstly, how cheating is treated varies a lot among different countries, so what I'm going to say might not be applicable to your case. Secondly, you actually ask several questions, and I shall concentrate just on the following one:


  More importantly, what I should do for the future to the class to prevent cheating?


The students' behaviour you describe in point 1) should be cut off directly during the exam, and not discussed afterwards. In general, I enforce the following rules:


Students are not allowed to talk to each other. If I find two or more students trying to talk to each other, I warn them once, but the second time they're out.
Students should bring their own calculators and cannot borrow calculators from other students. If a students forgets her/his calculator, too bad, she/he can employ the good ol' pencil and paper method of calculation. 
We don't have movable chairs, but, in case: if you're too close, the first time I come to pull you apart and warn you; the second time, that's the door and you're welcome to walk out of it.