#1
audacity doenst pick up the sounds that come from guitar rig 4
Guitar: Epiphone Les Paul Special II
Amp: Studio 10S (crappy 10w)
#3
You don't. I'm pretty sure GR4 comes with a vst version of the program, which you'll need a different recording program to use (Audacity has no vst support)

The go-to suggestion here is Reaper.