@axelb9:
most dmps for hoi2 dont allow to choose the install path.
this is fixed in the recent mods for doomsday.
anyway - you could easily install hoi2 into another directory (f.ex. c:\hoi2) or make a backup.
then install the dmps and choose what to copy over to your real hoi2 game directory.
next ill answer your questions:
1. i would need to check to make sure (gepard does most of the graphical work) but most land and air sprites are allready included in the hoi2 dmps.
anyway most of the naval sprites and some others are missing and will only be available in the dmp mod 10 for doomsday.
(but dmp hoi2 sprites inclue a transporter plane which cant be displayed in doomsday - spritenames differ between hoi2 and doomsday)
2. there is a sprite for the mount inf that looks like the paratrooper (mountain/parachute symbol in the low corner) - in movement they look the same like normal inf
3. you have to choose yourself like explained^^ - f.ex. you would need to use the original colorscales.csv instead of the one in DMP to not use DMP-colours (either backup on install or just dont copy over... some important original files which change game checksum are also available at our forum)
4. ^^no prob - just do it - anyway we recommend them all

5. the cavalry sprite was just a test (based on someones elses work) and isn`t included in the spritepacks - instead there will be a motorbike in the new DMP 10 for doomsday.
have fun & greetz