1. What is the impact of change the size or angle of a light?

The angle has no impact. A bigger size gives softer shadows.

2. Using the Advanced Renderer (Tools-> Create Advanced Photo), when I render the image, most of the furniture pieces disappear. If I use the standard photo renderer, all of the furniture is visible.

The advanced renderer isn't compatible with Sweet Home 3D from version 3.4. Just don't use it. All its features are in the current version.
Maybe I should remove it from sweethome3d.com server.

3. How do I import the the light plugins (basicLights.sh3f, BasicPlusExtraLights.sh3f)? I'm running on Linux, and I've copied them into ~/.eteks/sweethome3d/plugins and restarted the application, but I don't see these features.

You can import a SH3F file with Furniture > Import furniture library menu item, but if I recall correctly these lights won't bring you anything more, and using the default lights is enough.