1) See Christian Kuetbach answer
2) In your GWT app you should have a MyModule.html file. This file has been define as the welcome file in your web.xml file. Inside this file you will see that is included the javascript version of your application MyModule.nocache.js (after gwt compilation). The RootPanel as said by Christian is the of your html page. Be careful you can use RootLayoutPanel or RootPanel depending if you want to use Layout Panels or not.
3) When using Activities and Places, the Activity Manager is given a widget container. Inside this widget container the framework will put the view of the new activity when changing place. That is the meaning of
activityManager.setDisplay(mainPanel);
Your are saying that when you go from one place to another, the activity view that corresponds to that place should be put inside mainPanel.