Normally not, depending on your municipality. Closet lights must be enclosed/recessed.
Yes, if it is a toilet with WC and mandatory wash-hand-basin. It must be an approved splashproof type of light fitting and has to be controlled by a switch that is either outside the closet or is a pull-switch in the ceiling. Also you will have to fit an approved type of extractor fan, usually controlled by the light switch. Both light and fan must be tested by a licensed electrician to conform to current National wiring regulations otherwise the local Building Inspector will not issue a "Satisfactory Work Completion" certificate for your basement. Always be sure to switch off the breakers at the main panel before you attempt to do any work on any mains power circuit.
A closet away from windows or go to your neighbhors if they have a basement.
Under the bed in the basement or in the closet.
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Far enough away that no one can accidentally reach them from the window. Electrical transmission wires should never be touched, but they need to be brought in to a fuse or breaker box, usually in the basement for single dwellings or some closet for apartments.
It's just about the safest place you could find.
You should go in your basement or underground. If you don't have access to a basement get to a closet or bathroom in the center of you house. Stay away from windows.
Put away until needed. Like putting something in your closet or attic (or basement).
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If you have a basement that would be your best bet. Or find a small closet with no windows or around any window. Some homes have a closet underneath the stairs and that would be your best bet if you home lacks a basement.
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Take cover immediately in your basement or in an interior room or closet on the lowest floor.