1. How to create well. How to find place with water ?
2. How to sow seed ?
3. How to build a residence that will be immune for other players ( they cannot destroy it ) ?
1) Make a Dowsing Rod, equip it, then you will periodically see a circle with a wedge appear below you. That tells you the direction of the well. The exact spot the well needs to be built will be a small "puddle" on one tile.
Also of note, you can get water from any river or lake.
2) First you need to plow the ground, either by hand or with a wooden plow; the wooden plow is far more efficient. Now that you've plowed the ground, left click the seed from your inventory then right click on the plowed ground.
3) Impossible. There will always be someone somewhere that can and will destroy everything you have if they feel like it. However, building a palisade around your area, and claiming everything within two tiles of it will deter many people.
You could buy Foraging, and then up your exploration about 15 levels and wander around looking for Wild Windsown Weeds, which have a chance of giving you seeds. Or, you could wander around and look for abandoned farms, or farms not on claimed proerpty and hope they have wheat for you to harvest and get seeds.
You should also note that you need plant lore and farming to harvest them, and moving your nature/industry slider towards nature will net you more seeds.