This forum has no rules against helping you use the COM APIs of those programs, what it does have a rule against is helping you connect to the MSN Chat network with a third party client as this violates their license agreement.
1 and 2 are not possible as mIRC doesn't support COM events (hopefully the next version will as it's quite a sought after feature...)
3 and 4 would definitely be possible but you would have to first find out if the programs you speak of expose a COM API and then you would have to find documentation for them.
1 and 2 *might* be possible if you could get the COM object to use DDE to call an alias in mIRC, or if you wrote a dll or your own COM object to react to the events in the object you're implementing which will in turn call an alias in mIRC. Either way it doesn't sound like it will be an easy task.
COM is an advanced subject and you shouldn't expect instant results.