Your terrain object is too small. Try increasing its size AND apply the scale. If you don't apply the scale, Blender will think the object is still small. UTS was made with realistic dimensions in mind and mountains are huge. (UTS objects still tend to be a bit smaller than actual terrains for scene optimization purposes).

Alternatively in the material editor, lower the displacement shader's value (the one that isn't the part of UTS) which will decrease the size in general.

Yes but without the real object displacement as Eevee doesn't support that. You can still load your own textures, use procedural masks as you would in Cycles.

You need to make one in an external image editing software or paint your own one with Blender's built in tools. The mask shoul be black and white as masks tend to be like that.

Add that mask to an image texture node and plug it into the corresponding UTS input.

Don't forget to save your mask texture if you made it inside Blender!

No,  it comes with one HDRI. Multiple HDRI's would take up too much space, and would be impossible to manage effectively in a single blend file. Look for HDRIHaven.com for the same HDRIs you see on the promo pictures.

Yes, the shader is using procedurally generated masks and has a procedural snow bult into it that you can always add on top of your own textures or the default ones as you wish.

You probably opened the "No textures" file which contains no textures. You need to add your own textures.

No, you can use the built in ANT Landcape addon instead in Blender or any other landscape generating software/addon and assign the shader to it. You can also assign the shaders to any objects, even a cube.