You just need the top one, the installer “WinFrotz TTS 2002 1.5.”
Yes, and yes.
To explain the history: the DAT files are written in what’s called “z-code”, which is an old virtual-machine format that Infocom invented so they wouldn’t have to re-write the whole game when they wanted to run it on different models of home computer. Instead, they could just rewrite the interpreter that ran the DAT file (called the “z-machine”), and the DAT file itself would stay the same on every platform. Later, the Inform compiler adopted the z-code format, so a lot of more modern games use it as well. Nowadays z-code files usually have the extension Z5 or Z8, depending on which version of z-code is being used. WinFrotz should be able to run any z-code game.
I think WinFrotz will actually recognize DAT files without changing the extension, but I haven’t checked.
WinFrotz will just speak whatever the game outputs, so it depends on the game. Most Infocom games only display the description the first time you enter the room; but modern games tend to say the whole thing every time. However, most Z-code games let you turn this off by typing “BRIEF”.
Yes - I’m not familiar with the currently recommended ones, and I’m not sure what you’re already using, but the general class of software for this is called a “screen reader.” Some are free (like Microsoft Narrator, included with Windows); others have more features, but cost money (like JAWS).