Hello, so at the first start I recommend immediately BIOS updates, can be found at MSI on the page, otherwise the motherboard does not support all the features. Del. Press the key for BIOS settings. Please try to wait a little at the beginning it took a while. And in any case, first of all, go through all the cables and connections again, I also had the problem at the beginning.
Works for me (amd 3700x cpu) and should generally work. As far as I understand, it's a question of the CPU and not the board. But all of them should actually work. More pins may give more stability and could be helpful for OC.
According to the description, the cooler can be used on AM4, so it should fit. The mainboard already has a metal backplate mounted. I would recommend the standard fan from AMD if you don't want to overclock the processor, because it's not that loud. You can save yourself the CHF160.
Yes, these are compatible (I am using a similar power supply for this MB. With a modular power supply like this, you should make sure that you use the correct cables for the corresponding connections (should not be too difficult). The instruction manual should state which connectors and cables on the power supply are used for what.