P6 for the most part is a bug fix for P5, they added a few new features but IMO for the regular upgrade price wasn't worth it, but for $30 bucks why not.

No the millennium figures do not come with P6 or any version of Poser those are DAZ figures.

External runtimes work just the same in P6 as with P5. and you should have no problem just pointing P6 to your P5 runtimes.