The front axle does protrude the side of the fork as shown in your photo, and no it does not require a nut to secure it. I think you will find if you look at the fork leg (opposite side) you will notice that there are two smaller bolts that have Allen heads, which are used to secure the axle in place. Simple design and one found on some motorcycles as well. There is a similar set up to this on my 2007 Yamaha Dragstar XV1100A Classic - it's not exactly the same design but the principle is there. So no worries there.

As for your shocks, yes they are adjustable for preload. You should find the adjustment spanner in the tool kit. Using that tool, you place one end into a slot near the adjustment collar with the stepped graduations, to either turn one way (by pulling the collar using the spanner as a lever) to compress the spring and therefore make the shock spring shorter and thereby stiffen the compression (preload) or the opposite way to make the spring longer for the opposite affect.

Hope my explanation without pictures makes sense.

I'd ask your dealer or wherever you have the bike serviced to check all the bolts and screws (e.g. all the screws for attaching the plastics etc) for tightness. I prefer to do this myself, as it's a good way to learn where everything is on a bike, so that you can be prepared in the event of a failure or whatever.