1. I see mega evolutions in the sprites gallery, are they not in the game?
Most of them aren't in YET, but will be eventually. There's at least 1 available in the latest episode. Apparently not. I do remember finding a mega stone though, but I guess we haven't gotten the mega bracelet yet.
2. How does the online trading work? i wont try it but just asking
You access it through your pokegear. It'll prompt you to either login or create an account. If you haven't used online features yet, you'll have to create an account. Everything in handled in-game when you access the online option, so don't worry about doing anything on here.
From there, you can do wonder trading or if you set up a proper trade with someone outside the game, you can input their login name and trade with them.
3. Episodes are versions of the game? if i finish and the next episode comes out do i lose my progress ? Every how much time does a new episode come?
Yes, the game is released in "episodes." The latest is ep. 16. Saved games are stored outside of the Reborn folder, which means that updating or even deleting Reborn won't harm your saved data. Saved data is stored in C:\Users\[accountName]\Saved Games\Pokemon Reborn. Episodes are of different lengths, and there's a lot going on behind the scenes, so it varies are often episodes are released. From my experience, it could take as little as a few months to as long as a year for the next episode to to released. As far as I know, ep. 17 is about halfway done as of now?
4. Have u tried SR for a starter? i love shinies and have bred many in the main games, i want to get one here too! i have a problem also since f12 doesnt seem to SR the app crashes.
I can sr with F12 no problem. Maybe post your problem on the Troubleshooting forum? I haven't sr for shinies because I don't care enough lol.