In the Effects Panel, there is a little "Query" text box. Type in the name of the "missing" Transitions. Do they show up?
I do not know what ships/installs with CS4, but would *assume* that you would have more, than listed. Does F1 give you a list of the default Transitions? Also, be aware that other users might well have 3rd-party Transitions. These might come from various sources, but would not anticipate that one doing a PrPro tutorial would use one of these, without proper notation.
[Edit] In PrPro2, I have 78, without counting any 3rd-party Transitions
Often this happens with pirated versions. You do have the official version? Then contact Technical Support to help you solve this.
You can try the motion/scale effect instead of zoom.
For #2, do not use a transition, use the "scale" parameter of the clip to change its size.
You will also find links to many free tutorials in the PremiereProPedia that will quickly show you how things are done in Premiere Pro.