yes, that's exactly what the pyxll.py stubs file is for. You can also use it for unit tests or anywhere else you need to run your code outside of Excel.
It's a single Python interpreter, so all globals are persisted across all function calls in the same Excel instance (regardless of how many workbooks you have open in the same Excel instance). If you run multiple Excel processes they are independent.
No that's nothing to worry about. It just means that windows call has already been called elsewhere (i.e. by Excel when it starts up). I should remove that warning...