Orange potion increases your health bar, Purple potion increases your Lust Points bar, Blue potion decreases your addictions (not your corruption anymore I think), Green potion restores your Stamina...
Training here works differently, yes, here you have to level up, you have much more stats to manage (attack gets slightly buffed each 5 points spent in it), Agility gives you stamina regeneration, Con is important to have higher addiction resistances and better times at skill checks, Health is important because it helps you during fights, but also at the brothel...
Majority of the girls (and shemales) art can be found after beating them at least 3 times, this gives you their real name (in case you want to find the scene) and in the enemies menu and in the starting menu Gallery to check the CG's...