Concerning one, there are plenty of tutorials on this. I can't really explain it any better or simpler than they do it. Here is one that does it for checkpoints, which is essentially what you want. If you need more examples or it explained again, you can pm me.
http://game-editor.com/forum/viewtopic.php?f=4&t=8744&p=66448&hilit=checkpoint#p60667Two, you would create either multiple save files with saveVars, or create three variable sets (assuming three saves), that are part of the save group. That way you can save certain saves depending on a variable, or all the saves (but only one would be edited).
Lastly, you can export to several different exe types. When you export, click next to Export Type, and a list of them should appear. Pick the one that you need.