Do I have to know sth important while or before the installation on PC ?
Any bugs or things that could interrupt the installation ?
Let it know me here

Thanks

Shove it in disk tray and leave it to get on with it, once you have done the usual installation rigmarole.

1) Play the challenges for 2 stars each.
2) Customize your weapons
3) Start the campaign on Hard and clear it


Then, do anything else.

This ^

Doing the challenges first is a must as it unlocks all the goodies. Doesn't take long to do 1st and 2nd star challenges. Unless you're worried about the leader boards right off the bat, don't bother with the 3 star challenge until later on.