1) cables should be clamped.
2) if the heat link is any distance from boiler may be better to use two cables, one for power and one for control, but you need 5 cores in all boiler to heat link. I personally don't like mixing low and extra low voltage in one cable.
3) Will also need power to the control module/thermostat, this can come from heat link, (three core cable required according to instructions) or from an independent power supply, normally USB.
4) Since the heat link is volt free, it could be power from else where, however it is normally practice to have all central heating devices powered on the same circuit, this is really for when using low voltage (230 volt) control, but setting it up that way means if you change from extra low to low voltage, the conversion is easier. But most boilers have a fuse inside the boiler, so power when using low voltage should come after that fuse to be classed as on the same circuit, using the fuse in the plug or FCU is not really good enough for it to be classed as same circuit, and if it asks for same supply, then most homes only have one supply.
However the easy option which causes not argument is to use Nest e, which does not need a low voltage supply. Just two wires and battery powered.