Not usually.  Typically, this kit is ordered for a bike with bar ends or caps which are held to the ends of the bars with a screw.  On these bikes, you just screw off the old stuff, screw on the new.  You may have to add or subtract shims to get the clearance right, though.

Some OEM items may have a plastic screw cover you need to carefully pry off with a knife.  This is true of the Kawasaki Concours, for instance.  Our products do not use screw covers, so you leave the original one off.

I don't expect so.  In my experience, you can tighten any of these kits enough so they won't come undone accidentally.  If you have reason to think you have an exception on your hands, check the weight frequently to make sure it cannot rotate.  None of our weights can rotate when properly installed.

They may help, to varying degrees, depending on the application.   If this product hits the ground with the weight of the bike behind it, the screw may bend, and may break, compromising its protective value.  Notably, products for Triumph cruisers are held on with just a 5mm screw, because that's the way they made them.  Those weights will snap off if they impact the ground with the weight of the bike behind them.