Most stores carry it with the aluminum foil and wax paper.
Parchment
Baking parchment is also called parchment paper and is available in most grocery stores. Parchment looks and feels like unwaxed wax paper.
Instead of baking paper, you can use nonstick cooking spray, wax paper, parchment paper, silicone sheets, or teflon. Some people would see baking paper and parchment paper as the same exact things.
Yes, to a slight extent.
Baking parchment is also known as greaseproof paper. It is available in most supermarkets.
You could try parchment paper, a non-stick silicon mat, buttered baking sheet with a light coating of flour, or non-stick baking spray.
Yes, parchment paper prevents food from sticking and is especially helpful when baking cookies. Usually you will not need to grease the parchment paper, but I have found it is worth the time to bake what my grandmother called a "try" cookie to make sure oven temperature, size, baking time and surface prep (i.e. greasing) are optimal.
There is no transfer of anything from the paper to things baked on it or that come in contact with it.
Butter paper is parchment paper but in some countries they call it butter paper
Parchment paper is used mainly for baking and cooking today. It is used on baking containers and inside cake tins to prevent the food sticking to the container. It can withstand the very high temperatures inside an oven.
You can use baking paper instead of ironing sheet for various projects. This can be used for parchment purposes, dyeing and pigmentation purposes.