Hi gaku!
1) Make sure that "skip all breakpoints" button isn't pressed, you've put breakpoint in one of your strategy's methods and run the application in debug mode.
2) You can run historical testing using Standalone API's ITesterClient, see TestMain example in SDK project and this wiki page:
https://www.dukascopy.com/wiki/#ITesterC ... ctionality.
3) There is no any guidelines how to develop Standalone API projects, so it's up to you how your project will be designed. If you want to develop a strategy that uses other libraries, then see this article:
https://www.dukascopy.com/wiki/#Include_libraries