Yes they do, that is why God made them with tails. It helps them to balance and also shows their moods, but the real reason is for balance.
However the Manx cat is born without tails, which is a genetic "fault", like the baldness in the Egyptian hairless cat
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Yes, a Cats tail has bones, if you search the net for images of a "cat skeleton" you will see them.
yes they do but it is smaller so it looks like someone cut it.
But in the life they never had a long tail and if you would like more info about manx cats go to Cats 101.
Some cat breeds do not have a standard-sized tail. Others, have standard sized tails used for expressing emotion and maintaining balance.