1) You're better to do the graphics in Photoshop and the text in Quark. Then you create a box for the graphics, and import them in there. From Photoshop, you can save in many formats, but you can try with EPS or Tif, as long as you put no compression.
To create a brochure, when you create a new document, you must make it with spread pages, or facing pages, I don't really remember the exact term in Quark. Let's say your page is 8.5"x11", then yes you can import a 8.5"x11" image in each of your pages. But I don't really see the point of using QuarkXpress here.
But you won't keep the text boxes and everything from the Photoshop file it that's what you want.
2) In Quark, you must create each color separately, I think it's Edit>Colours, but look around, you may also be able to add colors from the Color palette (?).
But you should switch to InDesign, way better.