Re:
Item 1. The Weatherlink package is a Weatherlink datalogger and Weatherlink software. You need a datalogger to connect the station console to a computer or router. There are 3 datalogger versions, USB or serial for connecting to a computer, and an IP version that connect to a router and from that toe weatherlink.com. The software that comes with the package is a bonus but it is not the most modern. Luckily there are several third party program options to the Weatherlink software - i.e. Cumulus. There are also third party options for the datalogger.
Item 2. Weatherlink can upload to Weather Underground and your website, and also to CWOP. Again, third party programs like Cumulus can upload automatically to WU, and also to WOW, CWOP and others as well as your own website.
Item 3. Get your feet wet, or visit various PWS sites and identify what you would like, and then ask questions and there will be lots of help to your questions and to your problems. Some good Davis resellers in the USA like Scaled Instruments (resellers will sell considerable less than Davis list). Not familiar with UK or European dealers but a search will get you some information. Prodata in the UK has a very good reputation. There are region specific models of Davis Vue and VP2 stations such as USA/Canada, UK, Europe, Australia so they can be used in those specific areas.
Enjoy,
Paul
Edit: I should have checked your location before posting, so a UK dealer is what you should be investigating.