1) Follow the same instructions as per the Mac setup, other than a few naming differences, you should be doing the same things (disabling wifi, allowing the firewall permissions, etc).
2) Unless you plan on using them as controllers or audio interfaces, no.
3) If you are LINKING the players, you need ethernet cables, not USB cables. If the club doesn't have them linked already (they may be linked one to the other if they only have 2 players), you would want to take an ethernet switch as well, allowing you to connect your computer and all the players.
4) Provided you have already configured your firewall, you should be fine.
5) Yes!
6) Take a USB drive prepared with your tracks in the event you're unable to get your network link running.