No it wont damage your site, IF you don't overuse it. If you link to 1000 pages on every page, of course it is gonna hurt you. But if you link our regulary from blog posts ect its no problem.
It's not really important - as the others have said, you can for example disallow the search engines to visit part of your site. If you have to ask, it's probably not important.
Well how good are forums, article submissions and blog comments anyway? Not really.
Also, does the website have any decent quality? Most likely it's limited. I would make sure the content itself is quality enough so people will link, and then get links from other relevant websites.
It's very competitive if you write in English, so if you don't have REALLY UNIQUE content - forget it. Remember you are competing against the whole world.
So which links? Well, if you can be a relevante resource people link to - that's a really good source.