SQL Server 2008 R2 : multiple files and filegroup
1: yes.

2: depends;) The query execution is still driven by the optimizer. It wont do paralellization for small result sets.

3: Ah - what would that be good given that you are still reading one backup file ;)?

4: Not running the files on one underlying SAN and thus improoving your IO budget?

The most brutal thing I have ever seen like that had nearly 30 files all on separate SAN volumes (count of hard discs going close to 200) and it was done as every LUN had a queue limit in the driver of 255 outstanding requests, which the SAN (with a 32 gigabyte cache) was just not caring about ;) THat thing was pulling in nearly 1.5 gigabyte per second over multiple fiber connections.