The speed of the processors have to match and they have to be P3s, I don't beleive that celerons are officially supported in dual configs. Officially you are "supposed" to use the same stepping models, but I have found some systems where you don't have to.
ECC is not always required, however you can not mix them with non ecc in the same system. ECC is also pretty cheap now a days vs in the past. Pairs are dependent on the system's chipset. I would go to lenovo.com who now supports all ibm systems and servers and find the reference user manual.
You could drop a card into it but most servers do not have agp slots for video, newer servers have pcix and pci express, but more then likely that server model has pci and maybe 64 bit pci slots. Either way you are limited to a pci graphic card, which as you may know probably the fastest card for pci is some geforce 5xxx or 6xxx series but still will be paltry compared to rigs of today.
Those are called VRMs or voltage regulation modules.
You can run XP pro or any version of windows software, most OS's support single and dual processors since the release of XP in 2001.
If you have any other questions I would be happy to help, I own almost 30 compaq-hp proliant servers. Proliant 5000, 5500,6000,7000, 8000, 8500, dl760, and many others. I love working on servers they are a passion of mine.