I'll take your questions one by one:
(1) Go to "Preferences" (on OS X you get it from the "Scribus" menu, on Windows it's from the "File" menu) then select "Display" from the list on the left of the window (you might have to scroll down). You'll then get various options and one of them will be "Show Page Shadow", just uncheck it. (Note that you can't get this option from the "Document Setup" menu item, just the "Preferences" menu item.)
(2) You can't create a document based on pixels but you can use inches (or other units). When creating a document set a different "Default Unit" in the options box of the "New Document" window. Alternatively, you can use the drop-down box on the far left of the bottom status bar of the main Scribus window to change the unit type while you are editing a document.
(3) For page backgrounds use Master Pages. Go to "Edit -> Master Pages" to see them. The Scribus help system will give you information on how to use them. (Way to much info to put here.)
(4) To make an image fit a frame, when you've put the image in the frame right-click the frame and select "Adjust Image to Frame". You can then right-click and select "Adjust Frame to Image" to then make the frame fit the image, if you wish. Or, for more control, use the "Image" section of the "Properties" palette (PF2 to get that palette).
I hope this has been of some help.
Garry.