Hello Thierry,
for permanent switching you can use the decoder 5209. It has relais outputs.
1) You can not change the lables in the direct mode. But you can enter symbols for building lights or street lamps which you use to turn on and off like a switch.
2) Yes, you can programm such features in the Commander. Therefore you need to program a route, which will be activate when the feedback contact is occupied. This routes can be programmed for one dedicated locomotive or for all locomotives.