There is a Help manual integrated with EA. To open it, select the Help | Help Contents menu option.
Alternatively, look at the UML Tool Guide on the Sparx Systems website (which is effectively the same Help accessed through a different channel). Start here:
http://www.sparxsystems.com/uml_tool_guide/index.htmlIn either case, look at the Start UML Modeling section for an overview of how you build a model. Then look up Use Cases, Requirements, Use Case Diagrams, Requirements Diagrams and Traceability in the index.
For your specific questions:
You can create Use Cases and, in the course of doing that derive the various types of requirement. Or, you can get lists of requirements from the user groups, project sponsors and so on, record them in EA and then design Use Cases to realize those requirements. There is a lot of discussion about these processes on the forum, so search for the key words and see what the arguments are.
You generally link a Use Case element and a Requirement element using a Realize connector, but that would depend on how you were setting up your model. No, you do not HAVE to create a Traceability diagram - it is, however, good model management to structure your model and create Traceability diagrams in such as way as to quickly show how the model is developing, or should develop.
No, you do not create requirements from a Use Case diagram. Internal requirements are actually the responsibilities of the entity represented by the element, and do not usually define the information represented by a Requirement element. However, sometimes the two overlap, and you might decide that an internal responsibility actually covers something common to several elements, in which case you can convert it to an external Requirement element.
As bruce suggests, you probably need to do some reading to put these points into perspective, but after that feel free to ask more questions. bruce himself has been known to be extremely helpful, in between spraying his fruit trees (I just hope, bruce, that the searing heat has left you with fruit trees to spray. Some of my trees have gone.)