Here is a better answer.
All you need to know is to use the layers. It's very easy. Layer 0,1 and 2 is backround layers.
Layer 3 is the ground layer, it makes things solid. And layer 4, 5, 6 and 7 is object layers.
To learn how to use this, you shouldn't care about layer 0, 1 and 2 at all for now.
To answer your question 1. To place any object, including keys, locks and powerups you must have layer 4, 5, 6 or 7. If you have layer 0, 1, 2 or 3 you will not be able to place an object. To go back and forth between objects and tiles you change between the layers. So just remember that layer 3 is for the ground and layer 4, 5, 6 and 7 is for objects.
And to change tileset, you can click the tileset number. If you can see above the tileset, it says tileset A and B, click there and you can switch tilesets. Or simply use your scroll-wheel in the tileset window.
Hope this post helps.