1. Memory: When computer is in use, use at most N % / When computer is not in use, use at most N%: Are these "N%" refers to total memory or free memory? I always see a much lower usage even if I set them very high. Does that mean the projects running just don't need that much?

The values are for the total amount of RAM that BOINC plus science applications is allowed to use.

2. Page/swap file: use at most N %: How does this even possible? I thought Windows will automatically determine if a program should swap to page file or not, based on whether the RAM is full and whether a program is active, or am I wrong?

Windows always uses the page file, ever since Vista. Even if you have 1TB of RAM in the machine, it'll try to use as much as page file. With this value you tell BOINC how much of the page file usage it can use.

Also if I'm using a SSD, should I set this to 0 to prevent to much writes? Is there any side effect to disable this?

There shouldn't be any side-effects if you do not use the "Leave non-GPU tasks in memory while suspended" preference. As for SSDs, Windows writes more to disk every minute than BOINC does, and aside from that, the latest SSDs are rated for millions of writes, more than you can make full in its lifetime.

3. Network: I notice that BOINC only download at most 2 files at the same time, even if I don't set any limitations, is it possible to override this behavior? Also, is it possible to use more connections per file?

Yes, that's possible through the options section in the cc_config.xml file:

<cc_config>
   <log_flags>
   </log_flags>
   <options>
      <max_file_xfers>N</max_file_xfers>
      <max_file_xfers_per_project>N</max_file_xfers_per_project>
   </options>
</cc_config>

<max_file_xfers>N</max_file_xfers>
Maximum number of simultaneous file transfers (default 8).
<max_file_xfers_per_project>N</max_file_xfers_per_project>
Maximum number of simultaneous file transfers per project (default 2).

You can easily make a fully populated cc_config.xml file by opening BOINC Manager->View->Advanced view->Options->Event Log options...->uncheck file_xfer->OK. This writes a complete cc_config.xml file to your data directory.
Reopen the Event Log options and recheck file_xfer->OK as that's something you do want.
Next open cc_config.xml in Notepad and find the lines above, then change their value to something new. Use Notepad->File->Save to save changes.
Then open BOINC Manager again->Options->Read config files.

also (I remember) not all the calculation programs are downloaded securely or contains signature

All project science programs contain a signature, else they aren't allowed to run under BOINC. BOINC checks for that. No signature, especially none signed against the key the project made with BOINC? Then no way it's going to run on a user's computer.

No, not all projects use TLS yet to upload their applications, but with all the changes in the area coming next year, it won't be long before they all will.
You can add a layer of security by installing BOINC as a service, then the BOINC Data directory and all projects and their applications within will be sandboxed, the applications therein are then doubly not allowed to go out of bounds, while anyone without permissible accounts is not allowed to write anything into the data directory. The disadvantage is that if you want to run any work on GPUs, that these do work under Windows when BOINC is installed as a service, due to Windows security measures that separate the drivers from the user account. BOINC will not be able to detect the GPU this way.

As for trusting projects, there's always the user who needs to determine if a project is safe or not. Rule of thumb on which projects are trusted? The ones in the BOINC Manager add project wizard.

You can run (well, control) BOINC as any account, but require an administrator account for the installation.