1. Do I receive a DVD package or just a download.
If you purchased from Amazon as an example you get a boxd CD-ROM, however directly from VMware it's an Electronic Software Download.
2. Can I burn the installation file on a DVD
Of course you can.
3. The comparison with Parallels suggests that you can use the single license for 3 Apple devices. Is this correct?
No that is not correct.
From the VMware Fusion EULA:
13. SOFTWARE-SPECIFIC TERMS AND CONDITIONS.
In addition to the above sections, the Software is subject to the following terms and conditions. In the event of any conflict between the Software-specific terms and conditions and sections 1-12 of the EULA, the Software-specific terms and conditions shall control.
VMWARE FUSION AND VMWARE FUSION PROFESSIONAL
You may install and use the Software for personal, non-commercial use on any Apple-branded products running Mac OS X (“Mac Computer”) that you own or control.
If you are a commercial enterprise or educational institution, you may install and use the Software on a number of Apple-branded products running Mac OS X (“Mac Computer”) that you own or control equal to the number of licenses purchased. Installing and using the Software on multiple Mac Computers with a single license is prohibited even if the computers are not running the Software concurrently.
4. Can I export my iMac virtual machine to my macbook and use it there as well?
Generally speaking Virtual Machines are portable however you still need to comply with the SLA/EULA of the OS installed in the Virtual Machine. In other words if Windows then depending on the version you may be required to have separate licenses for each copy. Also you may have to reactivate (WPA/OPA) when copied/moved regardless of whether you reply "I moved it" when prompted if the CPU's are different enough.