A bunch of questions on flash player

"The activeX is for Internet Explorer, while the plugin is for Firefox and other browsers.
Not sure. From what I see on my system: Partly under %windir%\system32\Macromed\Flash, partly under %userprofile%\Application Data\Macromedia\Flash Player
With VLC or Media Player Classic, you can play .swf movies. There also exist stand alone players.
Don't know. I thought the control bars came with the player, not the .swf. But I could be wrong.
I do know, When you use one of the media players mentioned in number 3 above, you have the control bars supplied with that particular media player (or use the shortcuts)."