Hi Trev, welcome to the forum. In answer to your questions,
1) Use aliphatic or Evostik wood glues as the "glue" provided is, in my opinion, rubbish.
2) The jig. Use when you have all 3 parts of the keel. The jig is not necessary but it does help.
3) Use a medium grade sandpaper or wet and dry or a small, flat modelling file.
Hope this is of help although you'll probably get better advice off other shipmates.
Dave H
Current builds :- Hachette 1/16 Tiger Tank
H.M.S Victory, Santisima Trinidad (Section), 1/8 scale Aston Martin DB5, 1/8 scale McLaren, YNWA