Ragz: not to state the obvious, but of course you have to drill out a hole for this. Most end pins are fixed with one tiny screw, while the jack need to go inside the guitar. I find that whole advertisement a little strange, sort of rug merchant style

1. can be such a pickup pluged into a common guitar amp, like eg. Marshall MS-2
Yepp, BUT
The MS-2 is an electric guitar amp. And the video is fooling you there: an acoustic guitar with a pickup obviously sounds exactly like an acoustic guitar. So what you hear would be the sound from the amp (e.g. distorted) on top of the normal acoustic sound. Trust me: it sounds like complete, mind-numbing crap.
2. are at least some of these effects shown on the YT demo the effects of a pickup itslef or they are made by a computer software?
No, a pickup doesn't have any effects whatsoever. All the rest is amp/modeling/pedals or whatever that guy uses.
3. what for are those two knobs on the pickup. For a volume and tone adjustments, by any chance?
Yes, I think that's it.
I don't know this particular pickup, but a few words on this:
1) you can't turn an acoustic guitar into an electric guitar by installing a pickup - see above. If that's what you want you're better off getting an entry-level electric guitar (halfway decent stuff from ~ €100).
2) This thing looks like a magnetic pickup, which would make it pretty useless for an acoustic guitar. For decent acoustic sound you need transducers picking up the actual acoustic sound from the bridge/top, otherwise the result will not be satisfactory and many of the fine points of acoustic playing will be lost.
3) Imho this pickup is pretty crappy. You'll have a very long cable hanging out of the soundhole. This isn't quite my field, but there are much better choices, that will get you a "real" acoustic pickup, a 1/4" jack and decently mounted controls (which are nice and good to have, but for acoustic not really essential - that's more of an electric guitar thing). Though you might want to think about having those installed by a pro.
4) How good is your guitar? If it's a cheaper one it might be a good idea to buy a new one with pickup, but that's a different topic, I suppose.
It all comes down to what you want the pickup for: electric guitar replacement, recording, playing live? If you give me a little hint here I might be able to tell you more
