If you want to use PhonePad's Automatic Message Forwarding feature then you will need to install MessageSender, otherwise it's not required.

No, MessageSender only needs to be installed on your Server (or a Host PC if you don't have a server).

No, MessageSender is licensed by server so, unless you are installing it on multiple servers, you only need one license.

Yes, you can download it from the same page you download PhonePad from.