Hello Lemonzoo,
1) If you just want to remove the contours from the OpenGL view, go to
View > 3D view mode > 3D styles
; here in the
contour
sub-menu you can deactivate them (and save your new 3D style for the following times);
2) In the ToolBox (the palette were you can find walls, windows, fills and so on) there are 3 sub-menus: Design, Documents and More; in the last one you can find the "Lamp" tool; if you can't find it there, you can add that tool by changing the Work Environment like David explained before!
3) To change the background go to
Document > Creative Imaging > Photorendering Settings
; here you can change the sky settings or use a background for the rendering (Set cinerender Environment to None and the set up Background sub-menu the way you prefer);
if you want to use the same background in the openGL view too, you just need to open the
3D Styles
window again and in the Background sub-Menu you can find the "As in Photorendering" Checkbox;
4) About 3D objects, you can find some websites here:
http://www.graphisoft.com/downloads/parametric_objects.html
otherwise, if you just need 3D shapes, with a Projected plan view only, you can also download ARCHICAD goodies, because there is a plug-in to open 3ds file format, that is hugely more easy to find on the web. Obviously there are Pros and Cons in importing 3ds files, but you have a some choices.