I wouldn't worry about the questions being too basic. The basic questions are the most important. And sometimes the answers (such as this one) can be rather long-winded.

If you are running windows, there is no easy way to "click something" to open Unix. 1) There is something called "cygwin" that runs under windows, and is a Unix-like environment. But it is not Unix. I don't use cygwin, it is not my preference. But others use and like it, because it meets their needs. 2) There are sets of unix programs (like grep, sed, and awk) that you can download to your windows pc and run. The UnxUtils package is a good one. I use it when I have to do something on windows. 3) You can also make a dual-boot computer, with both windows and Unix, possibly in some way that might even switch back and forth. I'm not familiar with the dual-boot details. I run Unix on a separate computer, and that's where I do command line work. Having a separate computer seems simpler to me. I use ubuntu linux, but there are many other good options.

If you are running windows, you can easily "click something" to open emacs. I do not know the details of installing emacs to a windows PC. But it is 100% doable, and will work just fine. My guess is that there is a very convenient way to install emacs to a windows PC. I run vim on a windows PC.

Once you save a file in emacs (or vi), it will be on the disk and safe, assuming the disk does not crash or file deleted by mistake. Both emacs and vi have a "save" command, to save the current file.

But the file will not be "auto-executed". It will just sit there. The file "can" be executed, but that depends on a user or some other process running the program. Also, the file must have the right "permissions" to run (be executed). So if you edit the cgi file, put it in the right place, set the permissions, it will sit there, and run when the user clicks on the button in the browser page that "sends a message" to the cgi program. Then it "springs into action", and runs.

Yes, as you say, the answers are not really online. I would say the answers are in your hands. You have to start simple, and build one thing at a time. When I first learned to program, it took me a year to understand anything. When I first learned how to use vi, I often make silly mistakes. If I want to learn something new, I have to go through the same process. But it gets easier, because the technologies are inter-related. It takes a lot of practice, find a good book or online tutorial to read, and figure out your own way of mastering the knowledge.