2)FROM WHICH ADDRESS IN ROM, PROGRAM WILL START

0

3)HOW WE SET THE VALUE OF PROGRAM COUNTER PC.

jmp, ajmp, ljmp, acall, djnz, cjne, ret and the rest of the family of jump instructions. All they do is setting PC, that's how the jump happens. All other instructions increase PC by 1 to 3.

4)WHAT IS PURPOSE OF .LST FILE, BECAUSE I AM NOT USING IT.

As Steve said, diagnostics. It's human-readable, just associate notepad.exe with .lst and read it to learn about possible errors.

5)HOW CAN I MONITOR THE EXECUTION OF MY PROGRAM.

A good (or, not quite so good), cheap alternative are simulators - you don't even need actual chip to monitor execution of your program, it gets executed in the PC.