For example: Must all the pages on my site have three columns because I only have one site-wide template that specifies three columns?
Yes, page templates can be overridden very easily. See http://drupal.org/node/190815 for more details. Note that that is a book page in the handbook called "Drupal 6 theme guide" and there is a lot of information there.
Thanks for helping! B) Now the minor important question: Setting up Drupal and creating the first page was easy. Editing it was easy, too. But I could only write plain text that obviously was formatted by preconfigured css. My question arose how I can a) integrate an editor like FCKeditor
Did you Google? The very first result for "FCKeditor Drupal" is http://drupal.org/project/fckeditor . You can also try http://drupal.org/project/wysiwyg
Fred