I'm new to FSD as well, but I've got a few answers for you
1) Yes, you can FTP games to your Xbox from your PC. Use your favorite FTP program and connect to your Xbox's IP with username: xbox and password: xbox
2.1) Whenever games have shown incorrectly I've traditionally checked my scan paths and then deleted FSDDataDatabasescontent.db. This causes FSD to rebuild your list of games from the scan paths. (You need to delete the content.db file with another program on your 360. I use XeXMenu for this.)
2.2) If album art is incorrect, you can refresh it by pressing Y on the game and the choosing "Refresh Artwork".
3) What game is it? What do you mean by it won't load? (is there a crash notification? black screen after start? etc?)
4) Scan paths function like this. Say I have a folder called "Games" on the root of my internal HDD that contains subfolders for "Arcade", "Retail", "Homebrew", etc. and I want to set up FSD to log all of my retail games. I would then set up a scan path for the location "Hdd1:GamesRetail", check both of the "Xbox 360" boxes under Retail and Devkit and set an appropriate scan depth. An appropriate scan depth is just long enough to find all of your games' default.xex files. If scan depth is set to "2" then FSD will look in all subfolders starting from the scan path up to two levels deep for games.
5) Are you talking about looking through the HDD in FSD's file explorer? If that's the case, yes it is a bit sluggish because a controller isn't an ideal tool to search through a bunch of files. I usually use FTP to sort through content.