1) When they feel it's necessary - there is no set schedule.

2) This, I'm not sure of - As far as I know, there have not been any overall ECU software updates issued for the Cayman or Cayman S. I believe there's been a TSB issued for the PCM module though.
davew posted a current list of TSBs in this thread recently: 06 CS Engine Replacement - "factory recall" ??

3) Not without a PIWIS reader that the dealer has - they're about $15k, from what I understand.

4) Yes - when updates are issued, service bulletins are issued to dealers and the updates are done automatically when you take your car in for service - after your warranty expires, I believe there's a labor charge.

brad