Ref the valve, take the cap off and you'll find a little screw at the top of the valve - undo this and put the adapter on and screw it up tight. There should be a video on YouTube. You won't want to be too heavy handed, the valve looks a little fragile
The lever changes gear to make the pedals easier to turn, the lever harder - I never know which is up and which is down
Just make sure the bike is the right size - it maybe cheaper online but you don't get help like from a good shop! Make sure you have sent them all the correct measurements. Online you won't get the check over, so you may want to pay an LBS to check all is well after 6 weeks if you are not confident with gears etc yourself
There really isn't much difference riding a roadbike to say a flat bar hybrid on the road, you just hold on a bit differently, brake differently (unless you have cross levers like I do) and change gear differently. No great mystery