Hi Jyoti
I agree with Raghuraman, however regarding 4.you should not use WE19 as it is for IDoc copy/manual idoc creation.
In case you want to find idoc in SAP ERP side for example, then use WE05 or WE02 (quite similar)
On SAP PI dual stack you can search for idoc in transaction IDX5
On SAP PI/PO single stack (Java only) you can search for idocs in "Monitoring and configuration"(http://<host>:<port>/pimon) and then choose Message Monitor -> Database. Idocs needs to have leading zeros when searching directly.
Cheers,
Chris