How do mammoths breathe?
Mammoths are now extinct, but they were mammals just like we humans (unless you're not a human). They breathed in oxygen through their lungs and give out carbon dioxide.
Yes. However, most, if not all, of the interactions between humans and mammoths were violent. Humans regularly hunted mammoths for food, and the fact that humans were threatening probably would have caused mammoths to attack humans when given the chance. This does not mean, however, that mammoths were generally aggressive animals.
Yes, mammoths lived over vast areas. Woolly mammoths had a range extending from northern Europe across Siberia, through Alaska and Canada, and in the Midwestern USA. Columbian mammoths lived all over North America. There were other species of mammoths that existed prior to that, some of them in Africa.