There are 2 types of animations in ogre: bone and transform.
So far the only working type exported from 3dsmax is bone animations in .skeleton files that can be loaded in Ogre fast.
The transform animations: manually create the animation using time checkpoints (code-wise).
the animations need to be hardcoded as far as translation-rotation-scaling animations (no bones involved).
And from that .gif if you want to import it in Ogre, either:
1. create bones to animate it (keeps 1 mesh but bones are rather used for other purposes than buildings)
2. create the moving part as a separate mesh, and request someone to create the animation in code, or even you can do it (i can provide the code sample but the coordinates and scale and rotations needs to be tweaked).
2] The textures can be separate images, no problem.
indeed. but less files means less loading time. Especially if you use a variety of texture maps.
3] Any faces which can't be seen or don't affect the model's geometry should be removed. But, it's no big deal if you leave them in place.
Hence we don;t have occlusion algorithms (yet), meshes should be optimized as far as polygon-complexity. However, buildings should have a base (foundation like) rather than not have anything at all underneath. It's not set yet.