New to Proxies

Hi. We have a partly edited documentary project. Much of the footage is 3840x2160. This is first time trying proxies and I have a couple of questions:

1. Our source files are grouped in different folders. Can they be processed in groups or must they all be selected and done at the same time?

2. Titles, graphics, still photos etc. Are they affected?

3. We are proxy newbies so please feel free to make any suggestions that you think might be helpful.

Thank you!