Once you have your bracketing set put the camera in continuous shooting and just press and hold the shutter button, it will take all bracketed images in one go.

Nikon does not disclose camera API code, but you'll find a lot about if you do an Internet search. As to controlling the D200 from a computer, you have the $180 Nikon Camera Control Pro 2, and, again with some Internet search, you'll find several third party software that will provide you with some camera control functionality - some of them even for free - although I don't know of any that gives you absolute full control as the NCCP does.

You can use the free View NX 2 to see the pictures
http://support.nikonusa.com/app/answers/detail/a_id/17607/session/L2F2LzEvdGltZS8xMzI0Njc2MzkyL3NpZC95a05hU2tNaw%3D%3D

But if you want to take full control of the camera from the computer, then you'll need the $180,00 Camera Control Pro 2
http://www.nikonusa.com/Nikon-Products/Product/Imaging-Software/25366/Camera-Control-Pro-2.html

1) The D200 shares the basics with most dSLRs. The instruction manual is probably the best start. If you like to read, several intermediate and advanced books about the D200 are available at most online book stores. If you prefer more intuitive tutorials, there are literally *hundreds* if you search the web for "d200 tutorials". Last - but not least -, try to learn one item at a time, try it on the camera, take notes, and only then move on to a different subject. I may suggest you start learning the 6 most important settings: autofocus (continuous and single; focusing area), diaphragm aperture (depth of field control, diffraction control, best sharpness point), shutter speed, ISO, and white balance. After these, complete your knowledge with flash usage (specially the different shutter syncs available). Enjoy the process!

2) It's a fairly old camera, made way before digitutor was released. Since it's been discontinued for almost four years now, I don't believe Nikon will put the effort (and the cost) of developing one.