There have been fatalities where people using back-mounted pony cylinders inadvertently started the dive on the pony cylinder then ran out of air early in the dive when the pony cylinder was exhausted. If you experiment with a back-mounted pony cylinder, be aware of this possibility, and be sure your rig is set up to minimize the chances of such an accident. I believe sling-mounted pony cylinders are safer, and that is what I use. I carry mine charged and off.
Mainly you will want to practice your gear setup, water entry, and switching to the pony in an emergency. You will also want to figure out whether you have to change your weights. Depending on your setup you may need to move some weights from one side to another and will probably need a little less weight overall. You will also want to practice an ascent while using the pony cylinder, keeping in mind that you will have to orally inflate the BC at the surface.
On the travel questions, some of the better operators will provide you a pony cylinder for a small fee if you ask in advance. I've never flown with mine but I know many people have. In the USA you are supposed to remove the valve, and it's common to cover the cylinder opening with tape to prevent entrance of any debris. I have no idea what the rules are elsewhere.
I put scuba gear in my luggage all the time and have never had to pay a special fee. I think those rules date from another era when people used bulkier gear overall and packed primary cylinders into their dive bag.
Because it's smaller than the primary cylinder. In U.S. English in the 1950s, "pony" was a common marketing term for a smaller version of anything being sold.