Alt-F3 Popup the window operation menu. Alt-F4 Close active window. Yes, if you are using KDE 1.1 and above. For starting apps, you'd need to install KHotKeys, though. KDE does not do this.
Iconified tasks have their names surrounded by parenthesis.
Click on the border frame with the right mouse button to bring up a menu which will let you close the pager. By the way, kwmpager is obsolete and will be replaced by kpager. There is a dialog option that allows you to set the placement policy you want.