first off: I have not yet build a LOD! So keep that in mind. Now on to your questions:
1. Shielding helps if you're using an IPhone for example to keep the signal interference to a minimum. I think it's not necessary but if you want to be on the safe side, go with shielding. It's not that much more expensive...
2. Nope. Doesn't matter. The resistor is only to toggle the line output. There is no signal transfered through it. Basically the IPod measures the resistance and decides based on it what to output where (in our case 68k is to get line out. without it you'd get normal headphone signal through your LOD)
3. For me it never really made a difference. Take solder that is thin. The thinner the better (for me personally). It increases precision. 63/37 i fine. be ure to take solder with flux. The rest is personal preference and testing. Everyone handles soldering a bit different... I like a quality solder because the flux is more consistent throughout.
4. A strain relief is made to keep strain off the pins. When you pul on the cable, the relief takes the strain and the pins/solder joints won't be bothered. This way your cable gets tougher and is likely to last longer.
You have several options. Starting with a small zip tie around the cable inside the connector over epoxy in the connector or just heatshrinking the whole thing.
I'm personally no fan of heatshrink (optically). So epoxy or hotglue is my wepon of choice. Plus it dubles as a isolator. So it's less likely to get shorts inside the connector. In the end this is again preference. You don't need a strain relief or isolation but it minimises errors and makes your product last longer.
Same goes for the jack. I usually use hotglue as strainrelief inside the jack just because i don't like the look of heatshrink.
And if you use heatshrink, be sure to buy adhesive one. Otherwise it won't relief much strain^^
I am not able to give you better pictures then the guide does though.
Hope this helps a bit. And sorry for the screwed language. I'm from Germany