1. As you mentioned, you need the whole chain set up. Raw material to a factory and goods to the towns. Production will slowly increase untill demand is met. You can see what is delivered now and the total demand for each town if you click on the town name.
2. I would guess the 20 minute rule. Make sure your end stations are close enough to the recipients (town industry buildings). For debugging a cargo route, having the cargo flow on helps a lot.
3. It’s hard to make a profit with cargo trains in the beginning. Easier to start with lorries. Also makes it easier if you can find a decent set up where you can transport in both directions. With a forest near the town you can transport lumber one way and goods the other and be payed both directions.