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1. HCI UART is used for programming the device as well as to see the debug traces if configured so in application. PUART is used to see the UART logs.
2. Yes you can use WICED_BT_TRACE() to print the characters on screen.
I would suggest you to go through GitHub - cypresssemiconductorco/CypressAcademy_WBT101_Files: Files for WICED Bluetooth 101 class. This will help you understand functionality and more details about the product.
The documents you provided is very useful, thank you so much!
One more question, can the board work in master mode? Once the power is off, the firwware loaded to the board doesn't work anymore.
By master mode you mean peripheral or spi master? Please elaborate.