1) You can use wooden or, in case you slaughter or hunt a lot, bone bolts and crossbows. Crossbows are made at bowyer's workshops and bolts are made at craftsdwarve's workshops. Quivers can only be made of leather and are made at leather works.
2) The
siege engine page on the wiki gives a couple different setups for defending a hallway, which is typically where you want them to be. Catapults are pieces of crap, don't even bother with them.
3) You need to either build a ramp against a wall (b -> C -> r) or up stairs on the ground level (b -> C -> u) and go up a level and build down stairs right above them (b -> C -> d). When that is completed, you can order soldiers up there, task building jobs (fortifications (b -> C -> F) are a good place to start. Build them on the outer part of your wall and depending on the distance and skill of the shooter it will make it harder to hit something on the other side. Hopefully, your archers will be the ones behind the fortifications), and do whatever else you could do on any other surface.
4) No, but goblin sieges sometimes bring trolls which are capable of knocking down doors, lowered drawbridges (which ironically usually helps you in that case, since they can block out anyone not inside already), and floodgates, which will probably be your main concern. Be warned that if a hostile walks through a door you will be incapable of locking that door until one of your dwarves walks through it.
5) Yes. Build a wall there. Walls are totally indestructible, even against units with the building destroyer 2 tag (which destroy the things listed above), since invaders don't have siege weapons or any advanced tactics aside from "charge the nearest dwarf."
Traps are probably the best defense you can have early on, especially cage traps. They cost 1 mechanism and 1 cage and will catch anything that can't avoid traps, which luckily for us includes all goblin siegers and ambushers. You might need a lot of them for the larger sieges, though, and they can't compare with good soldiers.