Have you hidden the MERGE layer? If this layer is hidden, sheet effects won't work.

To get curved roads, right click the road button and select one of the Smooth tools.
As for freehand drawing, that is something rarely used in CC3 maps, but if you wish to draw a freehand road, simply use extract properties (dropper button on the left) on an existing road to set the current drawing options to match the road, then use freehand scetch (pencil icon on the right) to draw a freehand line (click once to start and once to stop, do not hold the mouse button down while drawing).

Yes.

Editing a landmass is done using the same drawing tool you used to create it. Start the drawing tool, and if you look at the command line, it should offer you the option of pressing E for 'Edit'. Doing this will allow you to add to or remove from an existing landmass, by basically drawing the coastline again between two nodes. Just follow the prompts on the command line.

To merge two landmasses, you should delete the black outline of both landmasses first, then use Break [BREAK] to remove the parts of the landmasses where they will join (This will remove the fill of the landmass, don't worry about it, it will be restored), then use combine paths [CMB] to combine the outline paths into one path, then use Path to Poly [CLOSEPATH] to close up the polygon again (This will return the fill to the landmass). Finally, use outline in Black [OUTLINEB] to give the landmass an outline again. Now, if this results in some long straight connecting lines between the landmasses because they were a bit apart, use the Edit functionality as mentioned above to replace the straight line with a better coastline drawn by the drawing tool.