1) If you are in a building, and that building has a host in the matrix on the same location, and when you go to VR, where are you? Not in the host, but also not in the matrix space occupied by the host?
You would be in the grid available to your character... if you have a Low lifestyle, you would be on the Public grid, otherwise you would be in the Local grid for that area. If the building is a AA or AAA building, then I think that you would still remain on the local grid since you wouldn't automatically have access to the corp grid.
2) When switching between AR/VR cold sim/VR hot sim, your initiative changes. When does the new initiative come into effect?
Immediately (see the initiative rules in the Combat section... changing initiative due to different Matrix states would be the same as changing initiative due to casting Improve Reflexes, or getting hit by an Electric attack, etc).
3) I have a cyberdeck with a protected file in it. Does the file have it's own icon? And when my deck gets a mark, does the mark also apply to the file in it? Does it apply to any slaved devices?
If you do not put the file inside a protected folder, then it can be seen. But if you do put it inside a protected folder, then all that can be seen is a "PRIVATE" folder on your deck (or commlink), and someone would have to hack it in order to see what files are inside the folder.
If someone gets a mark on a slaved device, they also get a mark on the master device... I think that no mention is made if you can mark all slaved devices by marking the master.
4) When someone places a mark on my persona, cyberdeck or other device, do I notice this?
Not automatically. You need to make a Matrix Perception check to notice someone else's marks. If you mean whether you see what they are doing as they are doing it, well, it's up to the GM how obvious different Matrix actions may be. Some will say yes, some will say no, some will give you a free Matrix Perception check to figure out what actions a spotted persona might be taking.
5) when an agent, ICE or spider spots me, do I notice this?
Same as 4, but generally you will notice it by their reaction rather than automatically.
6) As a decker, am I always in AR?
Well, besides the possibility of being in VR, no. You can shut off the wireless on all of your communication devices, which would make it automatically impossible for you to be in AR. But you also don't have to be in AR when you don't want to be. Consider that everyone in the party can be in AR with their commlink if they want, and how problematic that would be for the non-riggers and non-deckers.
7) when I am in AR, does the -2 DPM for matrix actions also apply to defensive/opposed rolls and damage resist rolls?
Damage resist rolls do not suffer die modifiers penalties. All other actions would. And I assume that you mean a -2 die modifiers for NON-matrix actions.