-i have one of those bags, but i actually have no idea what they're called, officially anyway. i just call it like, an art bag, or portfolio or something.
-for nude studies, there are lots of mediums you can use, it really all depends on the artist and what they feel like doing/using. i've used charcoal sticks, charcoal pencils, graphite pencils, chalk pastels.. you'd need a cartridge (sketch)pad of course, and sometimes artist prop them up against easels, which can be table easels, floor-standing easels..
-i think the program Justin uses looks a lot like Corel Painter.
-i believe pens refers to fine-tip pens, fountain pens, ballpens, etc, which i've all used for sketching before. and ink refers to actually using a brush and dipping it in ink.
er, that's all i can answer. hope it helped, even just a little!