Hello Michael, and WELCOME to the Forum!
Green Velvet is an excellent steam oil, and unless you become a truly avid (perhaps best read as rabid) steamer, as many here are, a 32 oz bottle may well last you a lifetime. There are other options in much smaller bottles, but of course you will pay much more per ounce, so depending on your future usage, the larger size could prove to be a bargain.
Yes, most normal oils will work fine for the other moving parts that do not come in serious contact with steam. Many simply use 3 in 1 oil, sewing machine oil, or even engine oil or the like for the mechanical linkages. These engines are not under heavy load, nor typically operated for many hours, so most any suitable lubricant will prove adequate.
I like to keep my boilers at about 2/3 to 3/4 full. Any fuller and the boil will like run liquid water down your steam line to the engine, which is a bad thing. At the other end of the run cycle, I don't like to let my boilers get too much below half full. At or much below 1/3 full you are definitely going to want to start thinking about either shutting down or adding water.
Whistle shells for Empire engines are rather delicate and frequently split, thus are often found to be missing from the models. It is not too hard to make a replacement from K&S brass tubing or similar, and I have occasionally seen someone offering reproduction replacements, but foolishly didn't buy a handful when I did see that. Haven't seen it since ... of course!
Best of luck with your new (to you) steam engine. Empires are generally considered to be true classics, and other than the whistle are sturdy and well made. Should give you years of enjoyment!!!