There are 2 ways, use the option provided by the Integration Components, or use standard Windows folder and file sharing.
To disconnect a mapped drive, use "net use r: /delete" just typing "net use" at the command prompt will give you the usage.
Depends, not all programs are automatically published, some are explicitly prevented from being published, some programs don't put the icon in the correct location and aren't published. There are several threads on this already.