1) if you look close at the videos, they show you that webgui/nwbc works from a browser. The same can be said for ICWEB. For a modern CRM system, the shortest URL for ICWEB...CRM UI...is http://hostname:port/sap/crm_logon
And yes, it is supposed to work! We are testing it and it works "most" of the time. So we're in the very early stages of testing this, and trying to figure it out.
So no, you don't have to go from SAPGUI to URL. You can go direct to the URL if it's all setup correctly.
2) No, you have to buy it. Yes, it comes with a lot of stuff that you might not need but you have to buy it. In the case of SPnego for ABAP, you would never need the secure login server, just the secure login client and secure login libraries for the SAP OS level.
This solution is VERY dependent on MS AD. So you need your AD folks to build IDs...and do some SETSPN correctly and associate those with the correct SAP hostname(s).
Like I said, we're still very early in testing, but that's all I know. But you have to watch the videos very closely and you will see the "major" step. And read the notes.