1.Can I run it on a computer that has Windows already installed? As long as Windows doesn't start, can I safely just turn the computer on and off as you describe?
Yes - but you need to keep windows seperate. GOLive requires its on partition(s). Don't mount Windows partitions to keep them seperate [if Windows is shutdown (not hibernate), you many temporarily mount a windows drive - but don't forget to unmount before stopping GOLive]
2.Can I run it on a computer that has GrandOrgue installed in Windows?
GOLive does not event notice your windows installation - the live installer might just suggest to mount your windows drives.
3.In the bootable USB stick install, what about other software? I like to run KXProject for audio, would I still be able to do that? (there is a Linux version of KX)
Pointer to the linux version?
"The kX Project is an independent development project, focused on providing free WDM Audio Drivers for kX-Compatible sound cards."
Linux has not WDM driver model.
GOLive is intended to be a "as-is" ready to use preconfigured solution. Its based on openSuSE Leap 42.1, but it is different (eg. no displaymanager, systemd user sessions, ...).
If you want something flexible/configurable, start with a normal linux distribution.
4. You say the MIDI is not implemented in GO Live. I don't understand this, it's useless without MIDI. Can you clarify?
Pointer? GOLive supports MIDI (A real world example: http://mps-net.de/orgel/seite/include.php?path=forumsthread&threadid=910
5. Is there detailed documentation for GOLive anywhere? I'm not finding any.
There is not much documentation. It just keeps GO running and does not offer much other things.
PS: A GOLive update is overdue - GOLive will get the persistent device name feature by running in a terminal