Number of clique in random graphs
So basically there are three questions involved.



I know that $E(X_k)=\tbinom{n}{k}\cdot p^{\tbinom{k}{2}}$, but how do I prove it?

You use the linearity of expectation and some smart re-writing. First of all, note that
$$ X_k = \sum_{T \subseteq V, \, |T|=k} \mathbb{1}[T \text{ is clique}].$$
Now, when taking the expectation of $X_k$, one can simply draw the sum out (due to linearity) and obtain
$$ \mathrm{E}(X_k) = \sum_{T \subseteq V, \, |T|=k} \mathrm{E}(\mathbb{1}[T \text{ is clique}]) = \sum_{T \subseteq V, \, |T|=k} \mathrm{Pr}[T \text{ is clique}]$$
By drawing out the sum, we eliminated all possible dependencies between subsets of nodes. Hence, what is the probability that $T$ is a clique? Well, no matter what $T$ consists of, all edge probabilities are equal. Therefore, $\mathrm{Pr}[T \text{ is clique}] = p^{k \choose 2}$, since all edges in this subgraph must be present. And then, the inner term of the sum does not depend on $T$ anymore, leaving us with $\mathrm{E}(X_k) = p^{k \choose 2} \sum_{T \subseteq V, \, |T|=k} 1 = {n \choose k} \cdot p^{k \choose 2}$.



How to show that for $n\rightarrow\infty$: $E(X_{\log_2n})\ge1$

I am not entirely sure whether this is even correct. Applying a bound on the binomial coefficient, we obtain

$$E(X_{\log n}) = {n \choose \log n} \cdot p^{\log n \choose 2} \leq \left(\frac{n e p^\frac{(\log n)}{4}}{\log n}\right)^{\log n} = \left(\frac{ne \cdot n^{(\log p) / 4}}{\log n}\right)^{\log n}.$$
(Note that I roughly upper bounded $p^\frac{-1 + \log n}{2}$ by $p^\frac{\log n}{4}$.) However, now one could choose $p = 0.001$, and obtain that $\log_2 0.001 \approx -9.96$, which makes the whole term go to $0$ for large $n$. Are you maybe missing some assumptions on $p$?