That would depend on the type of locking system already on the vehicle. If the car already has power locks then it is just a matter of following the the wiring schematics for the locking system and mounting the control unit.
Yes, it is not something you should undertake unless you have some technical know-how with cars. If you must do yourself, don't be afraid to ask for advice.
No, modern cars use an electric system to enable other functions. Anti-theft can implemented in that, making it impassible to start the car, without an extra key.
For a good system yes. To really protect a vehicle from theft the system need to be wired in a particular way so that it is harder to overcome. So really it is sometimes better to let a qualified professional do it.
