Well, first of all, Welcome! second, I would recommend Rasputina or Lady J. Lady J is the most killy master in the game so she is easier to use while learning. Rasputinga has some fun stuff and isnt too complicated to learn.
Next the 2 player starter has 2 crews, each containing a henchman to lead, 2 minions, and 1 enforcer. They are all mercenaries so yes you can use them in any faction as long as you pay the 1SS extra for out of faction. Its a fantastic set to pick up and learn the game with and the models are actually really good outside of just using them to learn.
For artwork, its mostly in the rule books and rpg books but look at the chronicles as well.
Again welcome to Malifaux!