That’s activated by default. You can control it using the task tray icon.
That depends. If you are always logging in on the computer (and you don’t have more than one Windows user account on it), and the computer is not “headless”, then you probably don’t need to run as a service.
Running as a service is non-default. But is possible.
This tool is kinda endorsed, though it is made by a user: PMS as a service
But you can also “roll your own” (e.g. by using NSSM), but that is not as convenient.
