Hi,
1. Yes, the default setting is that ICMP is allowed to any ASA interface
2. We typically add ICMP Inspection which is NOT enabled by default. The ICMP Inspection essentially makes it possible for the ASA to track the ICMP state/connection in the same way as with TCP/UDP. So it will essentially for example see an ICMP Echo from LAN to WAN and knows to let through a matching ICMP Echo Reply from WAN to LAN. It also makes sure that only one reply is allowed.
3. For this to work you need a configuration "management-access inside". After this you should be able to ICMP the "inside" interface IP address and also connect to it for management purposes. Provided ofcourse that you have other configurations related to VPN and NAT for example to make this possible.
4. The answer to this is pretty much the same as in 2.). It enables the ASA to keep track of the ICMP messages through the firewall and allow the approriate reply messages through the firewall without a separate ACL allowing the return direction.
- Jouni