No, you should still need your password (If you had one of course) to decrypt the keys file. They are not stored in plaintext.
You should go with the third option (Open a wallet from file) and not the fourth like the guide shows (restore wallet from keys or mnemonic seed):

I have not tried this before, but I would imagine that everything is derived from that one file, regardless how many addresses you have generated.
If you had multiple wallets/accounts (not to be confused with addresses) then you would probably have multiple .keys files.
Not sure about the simplewallet you're referring to, but it's probably nothing important (could be holding your transactions history, addresses, etc.) but for funds recovery, you would need either the .keys file (with the password) or the seedphrase.
Right, so I will select "Advanced mode" and it downloads the entire blockchain apparently which I prefer over any "pruned" stuff. My question is, does this software expose your IP to others? In that case shouldn't you run this through Tor?
And as far as the transaction history, will it be clear that the coins were mined? I honestly intend to sell this stuff, im not really interested in holding the funds, so im going to need to be able to prove the source of funds, which shouldn't be a problem if they are mined since it's very easy to prove I just mined them years ago. However since I don't know how the XMR blockhain works im not sure what im doing here.