1. no it doesn't have to be a Jaguar brand lightbulb, although if you prefer to pay 3 times as much then you waould at your local auto parts store than you can use a Jaguar bulb.
2. Your local auto parts store will have them in stock.
3. It means open the hood, look at the back of the headlight, and find where the wires go into the headlight.
4. The bulb manufacturers recommend that you replace them in sets, but this is so that they sell more, you only need to replace the defective bulbs.
here is a picture of an H7 bulb that your Jag uses for it's headlights
be sure not to touch the glass part when installing it, the oils from your fingers will cause the glass to break when it gets hot.