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Collections are a way for you to organize kata so that you can create your own training routines. Every collection you create is public and automatically sharable with other warriors. After you have added a few kata to a collection you and others can train on the kata contained within the collection.
Get started now by creating a new collection.
Sure thing.
I'm not sure I understand your question. For one thing, in Python a list is an object (practically everything is an object in Python) so I don't understand this objection. As far as how this works, all it does is call the "range" function:
https://docs.python.org/2/library/functions.html#range
Have you tried reading the relevant documentation? If so, maybe you could say a little bit more about what you find confusing. You could also try asking for help on the Codewars gitter:
https://gitter.im/Codewars/codewars.com/kata-solving-help