I am going to try and answer your questions best I can. Firstly we need to know the type of hamster you have as this is important with regard to the living together bit. Sometimes pet shops are not sure about the types and give out wrong info so do you have any pics we can see.
1. It is quite normal for hamster to sleep all day, especially babies who, like babies of all species, require a lot of sleep to grow up healthy. You should try and avoid waking them up during the day a lot just now. They need their sleep and the constant strange scents of you in the cage will be unsettling for them. Our hamsters do not get up until around 11pm in the summer and that is pretty normal really. Once your hamsters are fully tamed you can wake them up at a time when it is suitable for you to play with them. That is not to say you should not start your taming quite soon but they will need aa few days to settle in first.
2. Dwarf hamsters very commonly suffer from 'cage aggression' or 'cage rage' as we call it! They do not like someone touching or poking their hands around in their territory, and will defend it by biting. Yours are very young to have developed this. At 3 weeks they really should not be away from their mother, so it is more likely they are simply just very afraid. Can you imagin something the size of a large bed coming down and trying to grab you? Scary, eh?
Use the tips in the 'Taming Tips' article suggested by Pophammy in your introduction post and do not lift them from the cage. Instead either herd them into a box or hamster ball or a toilet roll tube to remove them from the cage. Take them to a large soft flat surface such as a bed before letting them out,and keep them low, so that if they do jump out of fright they will not have far to fall and will have a soft landing.
3. I am not sure what type of flooring/bedding you are using. Is it the lemon or lavendar scented wood shavings, or is it the carefresh papery stuff? Here is a link to different bedding types and which ones are safe to use:
http://www.hamstercentral.com/user.php? ... ticle&a=58 . It is perfectly normal for hamsters to chew and pouch (stuff into their cheeks) sawdust and bedding. They do this to make it softer and more comfy and to transport it to their nesting area. I am sure they are eating their food during the night, and remember, a baby hamster will only comsume a very small amount. You should suplement baby hamster's food with tiny pieces of protein like chicken, cheese or scrambled egg, and small bits of fruit and veg. ( but not citrus) but only off one tiny piece every couple of days so as not to upset their tummies. Avoid sugary treats as Dwarves are prone to diabetes.
4. Hamsters, especialy babies, squabble and fight a lot to assert their dominane over their siblings. They often tumble each other over onto their backs, and squawk and shriek. As long as they settle down again afterwards, and do not draw blood, or one bullies the other so it becomes depressed, you should persevere with keeping them together, but if necessary you will have to separate them, but be sure to follow the rules of keeping their scent in the cage as I described in your introductory post.
Hope this helps, ask anything else you need to know and be sure to read the several useful articles in the articles section.