"Images uploaded via the WordPress Media uploader will open in a window if clicked."
1) Does this mean the (default) multi-file uploader and/or the browser uploader?
2) My cPanel setting disallows opening images in new windows, so I'm not able to test (but it is probably a moot point given my settings).
"The image will not be protected, so be sure to indicate that there should be no action if the image is clicked at the time you upload the image."
3) So far, I've not seen how to indicate this.