1 - I have the same setup(xp on desktop and vista on laptop). I downloaded and installed activsync on the desktop(xp) but you don't have to install activsync on the laptop(vista). Vista uses a different app to sync with the phone. I think its called sync center or something like that - on my laptop it's in the control panel called sync center. All I had to do was just plug my ppc into my laptop and it started the setup wizard.
2 - the mogul synce your contacts and calendar with outlook on your pc. You can also set it up to sync files between the two. This is all set up during the setup wizard when you first connect the phone to the pc. Any changes that are made on one are changed on the other the next time it syncs.
3 - yes you can download to the 6800 by just clicking the download link online. You can also download to your computer and then use file explorer on your computer to copy the files to your 6800.
for ringtones you should put them into the My Documents/My Ringtones folder on the device
also I recommend using HTC Home plugin and the Customizer here
http://forum.ppcgeeks.com/showthread.php?t=6355
If you download the hhcv08b_140 zip file at the end of the first thread to your computer then unzip it and copy the .cab file to your mogul and run the cab file from your phone it will run you through the setup of the HTC Home plugin and customizer on your mogul.
Hope this helps some. Let me know if you have any more questions
Jay