Yeah, for this kind of stuff you need to know some things.
The fact that you are unfamiliar with the <Script> tag,
or at least the CDATA section within it, tells me you need to read
at least these FB3 help section, and all its sub-sections:
Flex Programming Elements
If you do that most of your questions will be answered. I
never use design view, so I can't speak to those questions.
I'll answer some of your questions now.
The language in the <Script> tag is ActionScript 3. It
needs to be wrapped in a CDATA section because otherwise stuff like
< & > etc. will be intepreted as bad XML. Remember, the
MXML file is an XML file.
You will know what to import either because you have learned
the ActionScript you need to do what you are trying to do, or
because you will get errors and then you know you need to import.
Sometimes the import statement will be added automatically.
I always hand code my Flex apps, and never use design mode,
because once you get used to it, its not hard, and if you will be
coding AS (ActionScript) you will be there anyway. Being able to
code AS is where the $$$ will come as Flex grows in popularity. I
believe there will be a ton of cash for people good at AS over the
next 5 years.
Read Essential ActionScript and you'll be all set.
Be aware that events for things like HTTPService are a bit
different than events for things like buttons, etc. because they do
not get dispatched based on user input. And they are dispatched
asynchronously, meaning you call the HTTPService send() method, and
you can't depend on the data being available right away. That's why
we use the result event.
Go through the "Flex Programming Elements" and all its
sub-sections, and over time, go through the entire FB3 help system,
and you will reach Nirvana. I went through most of the FB 2.0.1
help system twice, compiling all the sample programs, a little each
day over a four or five month period, and I learned a lot.