If it's crap ... We'll tell you
1. In the main comic universe (referred to as 616), all of them have existed since the beginning. Most people know the basics of their origins, but it's nothing a quick wiki search can't fix. For the Ultimate Universe, everything takes place in a new timeline so all the stories there are rebooted from scratch.
2. There is an Ultimate version of The Punisher (he gets drafted into "The Ultimates" later on, which is the Ultimate Universe's version of the Avengers). There is also an Ultimate Daredevil, and he has shown up in a few different books. Neither of them have their own actual running title though, they're both cameo characters.
3. At the end of each year, they make a big "annual" issue. Since most books are monthly, the numbering will go issues 1-12, then the big annual (which is usually longer, with extra stories and art), then 13-24, then Annual #2, and so on.
4. Basically, it's an alternate version of the real comics. The Ultimates are put together by Nick Fury as sort of a metahuman strike force and they go through a bunch of different teams and iterations. The mutants are a military experiment gone wrong. The Fantastic Four are more scientists who have adventures instead of a superteam. The whole comic line was Marvel going "how would these teams come about if it took place now?". There's too much winding history and ridiculousness in there to even attempt to sort it out in a single comment.