(a) I have Julia Studio 0.4.3 and the settings for libraries in my installation (Windows) point to C:/Program Files (x86)/JuliaStudio-0.4.3/julia-studio/Julia. Within that directory, I found julia-basic.exe, julia-debug.exe, julia-debug-readline.exe and julia-readline.exe. I didn't find julia.exe in that folder.
If I write a Julia file within Julia studio, but later I want to run it in cmd line or a bat file, which exe should I use?
Do I need to install Julia separately if I want to run Julia from cmd line or a bat file (Windows)?
(b) Also the Julia documentation says that I can start Julia with -p n option (where n is the number of workers). Is it possible to do this within Julia Studio?
Julia Studio uses the julia-basic executable. There is no julia executable, per se. Rather there is julia-basic and julia-readline executables, the later of which has GNU Readline capabilities. The debug versions of the executables included debug symbols in the executable--it does not sound like you need those.
You can add processors in the REPL with addprocs (link to docs). There is no requirement to define the number of processors up front when starting the Julia process.