1. ALWAYS grease the threads.
2. I've installed cogs by hand threading it on, placing my bike up against a wall and cranking down on the forward facing drive-side pedal without the world ending (but I'm a 200 lb. sasquatch. If you're a featherweight, this may not work). Or you could always roafix (Google it). As always, make sure both your cog and lockring are tight.
3. If you're unsure of any of this, go to a bike shop that knows what they're doing.
4. The flange faces the hub.