You can find answers to most of your questions in msdn. however here is the summary.
Multiple message boxes are used in a ‘scale-out’ scenario. In multiple-message box scenario, biztalk has to perform an addition task of distributing the load of incoming messages. this routing logic is performed on the master messagebox. the message is then published to one of the message boxes, including master message box itself. but it is considered as a best practice to disable publishing on master messagebox and use it only for routing, else it would become the bottleneck.