I don't have the actual setup for that myself, so I don't know exactly where the links are supposed to lead, but you should find all the pdf's inside your CC3+ data directory (The directory you chose during installation, default is c:\ProgramData\ProFantasy\CC3plus). Most of the guides are sourced from annual material, so they'll probably reside inside the Annual subfolder, while I guess the compendium itself is probably in the Documentation subfolder.

Note that since you say "start learning", if you're not familiar with CC3+ at all, the best place to start is with the manual, which also contain many tutorials. You can access this from the help menu.

Note that as with any effect, Edge Fade doesn't work on a per entity basis. What it does is to find areas with a solid fill (i.e.) same color and fades the edge of those areas. This is basically usless to do if your entities have bitmap fills. In other words, this effects is mainly only usefull on a sheet where all the entities have fill style Solid.

That's the way of most things. Supporting old software costs money, and if the sales volume is low, it is a net loss. Still selling old maps that are now technically incorrect also causes a lot of confusion in the customer base when the maps don't match up with the books any more, leading to even more support requests and requests for updates. (Of course, it wuld have been nice if they continued their deal with PF and updated it for newer versions, but they had their mapping software in the lineup [Dundjinni], and the atlas maps wouldn't have been compatible with that.)

The FR atlas was a product commissioned by Wizards of the Coast, and the rights belong to them. They where also the ones selling it, not PF, and about the time when D&D 3.0 arrived and the FR maps had some drastic changes in some places, they stopped selling the FR Atlas with the outdated maps (Outdated if you play D&D3.0 or higher that is, for me still playing AD&D 2nd edition, it is highly relevant).
There are lots of nice maps in the FR atlas, but they are from the CC2 era, so they don't look all that nice compared to modern CC3(+) maps [No effects, no raster symbols, and while technically possible, raster fills weren't really used either]

Other products from the AD&D 2nd edition era was the Core Rules products, which included a product called Campaign Mapper, a cut-back version of Campaign Cartographer, which you could use to edit the atlas map if you wanted.

Looks great. You've done a good job with the map itself, and it is always so enjoyable to see both daytime and nighttime version of a city map. For a setting like that, the nighttime version also really helps giving a proper look at the situation.

Not sure what you mean by PDF assets, are you referring to the documentation/manuals? You can find these inside the Documentation folder in the CC3+ data directory (C:\ProgramData\Profantasy\CC3Plus\Documentation unless you changed the default installation location during setup)

If you can't get it working correctly, the best path is to contact tech support and get some official help. You'll find the support form on your registered user pages.

Man, you're on a rampage today....

Do you have the 2012 annual? Issue 68 has a bit more on these commands, including using them in a tutorial.

Keeping the data folder on another drive is no problem, CC3+ is designed to allow that, just select the location from the CC3+ installer, and it will set up correctly for that. The data folder can grow pretty big, so not everyone will have space on their system drive for it. Just remember where you placed it.

You only risk items not found if something isn't done correctly. For example, someone may have manually imported official artwork into their map using the absolute path of their data folder, instead of the more appropriate relative path. Using a relative path means it is relative to the data folder location, and will work no matter where it is placed, which is the way all official ProFantasy resources is set up.

My data folder is ~50 GB.