They have special paint just for pools, one that will hold up under the water. For pool steps use a non skid pool paint, or if you can not find any non skid you can add some silica sand to the paint container. Any Paint supply store should have it and some homecenters.
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Go to the craft store and get fabric paint. That should do the trick.
None. Any paint will gass off in to compounds. You will breath these comounds. They are all toxic, and carcinogenic,
You should never burn wood with paint on it unless you know, specifically, what kind of paint it is, that the paint is question is safe to burn, and that there is no other chemical treatment on the wood. There is such a thing as paint that is safe to burn, but you should never assume a given paint is safe. In particular, you should avoid burning wood with lead based paint on it, and much of the old paint was lead based.
what kind of paint does O'Keeffe use
You can paint the exterior of your above ground pool. You will first have to clean it and use sand paper to lightly scruff the surface. You should use an exterior primer to prime the surface, and then an exterior paint designed for the type of surface your are painting to paint it.