1)
http://www.ox.ac.uk/admissions/postgraduate_courses/apply/open_programmes.html should tell you when which programmes have closed / are open currently.
2) Depends on the course, surely? As a city, Oxford is relatively expensive for housing, I think, though obviously plenty of students here survive very well, and colleges typically subsidise accommodation if you're lucky enough to go to a college that provides it.
3) Every member of the university is a member of one of the many Colleges or Permanent Private Halls. Colleges are basically places where you might eat, sleep and socialise. You'll be part of the MCR or GCR at whichever college you go to (Middle / Graduate Common Room), and the committee will arrange pub-crawls, BOPs (equivalent of discos!), and other social events, like wine-tasting, exchange dinners etc. You'll have a link in the college, some sort of Director of Studies, who, whilst they might not be a specialist in Cognitive & Evolutionary Anthropology, should have a grounding within the broader subject. You'll also be attached to the department that oversees your course. They'll be principally in-charge of delivering the teaching. At undergrad level, the colleges also play a big role in teaching, but I don't think this is the case at Masters level. Essentially, there is no one college that corresponds to the ICEA, but there will be a number of colleges that accept applications from students who would like to do the course you're applying to (I've just searched, and you can apply to Campion Hall, Magdalen, Pembroke, St Catherine's, St Cross, St Hugh's, Trinity, Wolfson). You can choose a college based on a number of different criteria - location, whether accommodation is offered, whether you like the look of the place. Whatever, it's up to you! Whilst you won't be guaranteed a place at the college you choose, if you are accepted by the department, you are guaranteed a place at some college.
4) I don't know... Sorry! Certainly for the undergrad interviews we weren't required to pay for lodging, but then the process is very different.