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(2) and (3) open long and interesting conversations, so I don't pretend to answer them, maybe we'll get back to discussing those themes.
(1) is somewhat easier. There are different views about conceptual knowledge. My simple sketch of an meta-metaphysics leaves open how that knowledge comes about.
It's quite natural, if not inevitable, to think that a competent user of language like Finnish or English can sit back and reflect on their usage. Reflection like that made Frege realize that a verb "is" is used to express logically distinct concepts: is of identity, is of predication, is of set membership. This conceptual realization led him to develop a theory where these differences are made explicit in formalisim.
It's also commonplace to study concepts empirically: let's observe the japanese and try to figure out how and why they use the concept "komorebi". Let's observe the rich people to see what they mean when they call others "lazy".
Concepts can be studied in yet other ways. When I converse with a person I can ask them to explain their concept in other words of the same language. But when biologists observe a critter that sees and hears things we don't, they can describe their basic phenomenal concepts indirectly.
Erkka is asking this question because some philosophers believed that conceptual analysis comes before any knowledge about the real world, and thus serves a foundational role for other human pursuits. My view is that conceptual reflection helps us clarify our own commitments, and we do it as we go along.