First time user: Question about training

Just started using Spamsieve and thus far, I am very impressed.

Two quick questions…

First, does Spamsieve automatically start when I turn on my computer
and launch Apple Mail? If not, do I have to add it to my login programs?

Secondly, I have started training, but thus far, SpamSieve is accurately
dividing up my GOOD and BAD messages. It is throwing my spam messages
into the SPAM folder as promised.

Should I still go into the SPAM folder and train the program even if it is
accurately doing its job to date? I realize training is the most important
element of this program so I figure I should train it even if it is doing its
job already.

No and no. It will launch automatically when there are new messages that need to be filtered.

No, you should only train it with the mistakes, i.e. spam messages that it puts in the inbox and good messages that it puts in the spam folder.