Victor,
Some answers:
1. You can use .NET calls to determine the application. For example, you can use System.Diagnostics.Process.GetCurrentProcess() to gather information about the current running process, including the EXE name.
2. You can indirectly call the file dialog to select a data set with the ISASTaskConsumer2.ShowDataSelector method.
3. We don't provide a direct hook into the Office object models, but you might be able to gain access by using the GetCurrentProcess() approach as outlined in (1).
4. Yes, in the 4.2 releases of EG and Office Add-In, these mechanisms have converged to be the same.
Chris