A master of each school of magic (Destruction, Alteration, Restoration, ect.) resides at the Mages' College in Winterhold. They will sell you master level spells of their associated magic school.
they are scatterd all over skyrim but you could buy them from Phines Gestor he is in the collage of witerhold located north of winterhold
There is no option to make custom spells like Morrowind or Oblivion. You have to stick with the ones taught to you by the spellbooks you buy.
Of course there is.
'Found' spells are typically randomised so it's very, very hard to direct anyone to a specific place. Also, they tend to be novice-level. The best place to buy them from are from the Jarl's mages, and the college at Winterhold. Firestorm is a Master-level spell and is only given to you after performing a certain ritual at the college, but this option will not be offered to you until you have 100 in Destruction. Same for the other schools of magic and their Master spells.
You cannot construct your own spells as you could in oblivion, you must find or purchase spell tomes and consume them.
There's a student who walks around in the collage of Winterhold. He specializes in illusion spells, and can train you, and sell you illusion spells.
There is NO demo for Skyrim, buy the real game.
Destruction Spells.
You tell your steward to buy it for you.
The Ratways.
In skyrim
Yes, you download it from Steam after you activate the game.