Welcome to the taping world! To answer your questions in order...
- Windscreens. Generally, you don't need them indoors. Some folks run light windscreens indoors if they have to set up near a vent or fan, or if the place is particularly smoky and they're worried about stuff getting inside their mics. At the levels of a hard rock concert, there will be little to no difference in your recording - for the Sound Pro mics, any windscreen you get will be too small to make much of a difference.
- Mic or line input. If you only have the microphones, you have to use the mic input because otherwise your microphones won't be powered. However, doing it this way it's very easy to overload your MD and end up recording nothing but staticky crap. It's possible to avoid this but only at very quiet concerts, which you're not recording. I would recommend buying one of the SP's battery box modules, which will power your mics and enable you to go line in.
- Level meter. You usually want to push it as high as you can go without going over, or else you lose dynamic range (the loud parts won't seem so loud and the quiet parts will be REALLY quiet). I'm not familiar with the Sharp deck you're using but I know that levels can be manually set on some Sharps and not on others, so it may be a moot point. Check your manual and see if you can turn off what's typically called automatic gain control, or AGC. If you can't, then the good news is that you don't have to worry about your levels...but the bad news is you have no choice.
Hope this helps and good luck!
--Dave