1)I created a catalog-aware ZClass but its instances don`t catalog their content automatically as they are constructed. Did I miss something basic?

You have to modify the generated constructor method to index the instance. http://www.zope.org/Members/AlexR/CatalogAware

2)This class has a Selection property. If I understood correctly, I am supposed to write a DTML method to fill the selection. I did this in the "Methods" tab of my ZClass, but it doesn`t work... What am I missing???

I'm not sure -- I've never done this -- I hope someone else will chime in. -- Loren