> 2. I would like to attach a LaTeX file (and render it automatically)
> without importing it as a separate file. Is this possible?

I just tried 'Insert -> Link -> Include' and it worked.
Of course, this only works for LaTeX files that import without any errors;
also, there might be problems with active content such as references or citations.
Still, I guess that conversion to a TeXmacs file is probably better.

> 3. I like the keyboard shortcut presentation from the tmdoc class and I
> would like to import it in my tmbook class which I use for my book. Is this
> possible somehow?

Yes, you can simply use some of the tmdoc-* style packages.
E.g. 'Document -> Style -> Add package -> Documentation -> doc'.

> 4. I would like to split the title in more rows. If I do that, the PDF
> export will not add a white space between the rows and it looks ugly. Can
> this be improved somehow?

M-; (emacs look and feel) can be used to insert a new line.

> 6. Is there a way to draw a frame around an inserted figure automatically?
> Thank you for any hints in advance!

Sure, that could be done by hacking the 'render-big-figure' macro.