1. Where can I find my files that I created in ZOPE (i.e index_html, login_html, etc)
Those aren't files: they're objects. They reside in the Zope Object Database, which by default is stored in zope/var/Data.fs though there are products to store such objects as files on your filesystem. LocalFS, for example.
2. Can I change my url of Zope from http://localhost:8080/portal to http://localhost/portal ?
You can set this by command-line parameters to z2.py, which is best done by editing your start script. Note that using a priviledged port (80) requires some security wrangling. Read docs/SETUID.txt for more info.
3. Can I move my files from ZOPE under Linux to ZOPE under Windows without any configuration?
Almost always. The CMF in the past has has some issues with this with regard to skins, and some products have platform dependancies. But non-core products aside, yes.
4. Can I created mail server / mailing list server under ZOPE? how?
Zope's a web server. It can provide clients (webmail) and administration for mail servers and lists (esp. mailman), and send mail (via the dtml-sendmail tag), but it won't be a mail server for you. Search the Products on zope.org for appropriate products, and read the Zope Book for more on sending mails from DTML through a MailHost. --jcc