1-Can I eat fats, sugars and other great tasting food in moderation?
Yes, you can. The key to any lifestyle change is sustainability. My philosophy is that you should eat and live your life the way you should for good health and reaching goals in weight or laboratory values 90% of the time, then 10% of the time allow yourself those foods you know are not as good for you, but always in moderation. The 10% is what makes lifestyle changes sustainable.
2-What type of oil is healthy to cook or fry with? What oil should be used for salad dressings?
Olive oil can be used to cook with, however if you are also using it for its anti-inflammatory benefits, it is best not to cook with. When you heat the olive oil even a moderate amount the phytochemical content is decreased.
Otherwise, avocado oil is a good oil for high eat cooking. Refer to the link below for more information on healthy oils.