1. Multiplayer is very hard to do without something like Steam's built-in system. There are probably third-party systems available for this, but I'm not sure. We also support ENet networking, which is how the Lua debugger works, but I don't recommend this because it does not support NAT punch-through.
2, 3. This is outside the scope of what I provide. One solution might be to use Invision Community Software. They have a web API, and it does allow you to have the user log into their account, check their purchases, and could probably be used as a license validation system.
If you have not created a successful game already, I would recommend setting your scope to a smaller project and completing that, before making a lot of effort to build a system outside of Steam.