Q1, not really sure what you mean. I had my stepdad solder mine in, but I know you don't want to use too much solder. The less the better, as long as its enough to hold the pins in place. I'm not sure what the 3.3v wire is, probably because its v1.5 xbox (mine is 1.0). But I don't beleive you need a ground wire.
Q2- It should immediatly go the xenium screen that lets you select the bios you want to use. The xbox animation and logo should appear only after you pick a bios if the chip is in right.
Q3- You definitly need a DVD and HDD plugged in to launch any bios or else you'll get an error, but I'm not sure if the xenium bios will show up without them. To be safe I would keep them plugged in. I know you can change the cable, but i'M not sure if any cable will work.