Yes! They live all over the world. There are an estimated 1-1.5 million Orthodox Jews.
Saturday is the Sabbath in Judaism. Orthodox (and some non-orthodox) Jews will not work. Many non-Orthodox Jews will work, but still remember the Sabbath day in their own ways. (And yes, there are some Orthodox Jews that work on Saturdays, but they do not advertise this fact).
Yes, mostly Orthodox Jews. Italy's Jewish community is estimated at about 45,000 as of today (2014).
No.
Yes, non-Orthodox Jews can become Orthodox by becoming more observant. Non-Jews can become Orthodox Jews through Orthodox conversion.
The menorah in the temple was lit with pure olive oil
Orthodox Jews are strictly observant. Hassidic Jews are even more strict.
Orthodox and Ultra-Orthodox Jews are strict followers of Jewish law.
Unfortunately, in Israel, only Orthodox Jews get all the special privileges.
They are Jews who keep the Torah.
That depends on the countries and on whether the Jews were orthodox or Reform. In Germany, for example, the majority of Jews were NOT orthodox and dressed very inconspicuously - as in many other countries.
Orthodox Jews or Torah Jews.
Haredi Jews are ultra orthodox Jews found around the world.