Question

How can I configure WinManager to automatically do this:

• when all files are close, quit vim.
• when one file (or buffer) are closed, show the next one.
• when vim starts, the focus go to the document window.

Answer 1

From the WinManager docs: (Using Script #1440, updated from Script #95)

g:persistentBehaviour: if set to 0, then as soon as you quit all the files      
  and only the explorer windows are the ones left, vim will quit. the         
  default is 1, which means that the explorer windows persist even if         
  they are the only ones visible.

let g:persistentBehaviour=0

Which should fix your first issue.

As for the others, I’ll admit I rather quickly scanned the 3500+ lines of vimL, didn’t see anything that struck me as tweakable for the other issues without a deeper grokking of the code and how the author did things.