If you wish to run Django on Windows, you need practically nothing except to install Python and Django. Django has it's own Web server which is ideal for development, for various reasons. For one, it doesn't require any further installations besides the base one; also, when you change your .py files you need to restart the Apache instance, while the development server figures it out itself and you need to restart it on very rare occasions.
As I mentioned above, you don't need Apache or even MySQL at all -- just install Python, then install Django (instructions can be found on their respective sites), and go through the Django tutorial in its documentation.
Regarding "the servers", by which you probably mean standard shared hosting accounts, you need one which supports Django specifically. If you find some such, you probably won't have to worry about setting up, it should probably work simply by moving the files over. If not, consult your hosting's support.
It works perfectly with Apache, and you may use a number of options to do that: mod_py, mod_wsgi etc. And there is no conflict with PHP.
Django has a number of features to deal with these, but I suggest you go through its documentation for more details. For example it has forms, which is a simple way to create and handle forms which deals with many attack vectors usually performed through forms.
Unlike PHP, Python is a full scale programming language, and all of its libraries are written in Python exclusively (in PHP, extensions are written in C). So you simply import various Python modules using the common syntax.
Django has its own ORM, which is much more complete and easier to use than anything you might have encountered in PHP. Unlike RoR, which bases its model objects on the database tables, you define your models in Python and let Django handle the database by itself. That being said you may always switch to writing raw HTML if absolutely necessary, which of course also supports stored procedures.
Absolutely! I've greatly improved my productivity since switching to Django; as an example, I re-wrote one (admittedly simple) Web app from PHP (where it took me a week, using my own framework) to Django in a single day, and all while being a total beginner in both Python and Django.