It's just that you mention Questions 3 and 4 and there's nothing of a question 1 or 2. I don't even know what 3 and 4 are.
However, it's best to put your lookups in separate tables. If you put them all in the same table then you suffer from lists of varying sizes meaning that you'd have loads of redundant (i.e. blank) cells.
Use an autonumber as the primary key.
If the subject of the table is, for example, cities then the appropriate table would be:
CityID (Autonumber)
City (Text)
In other tables where you want the city then you would define a field called CityID (Number) and use this.
What was question 3?