1) Can I use lens zoom or only the digital zoom?
Most cameras have both optical and digital zoom.
Optical zooming uses little motors to move glass lenses back and forth. This is preferred. Your images will look better if you can just stick to optical zooms.
Digital zooming uses an onboard computer program to take 1 pixel and make it 4 pixels. BAM! 4X zooming! Yeah, and it just looks like poop, too.
Try to avoid digital zooming, maybe just a teeny tiny bit won't hurt.
2) Can I change ISO during the shoot?
You mean during a "take"? Generally no.
Depends upon your camera. Most of the time you'll have to change the ISO between each recording.
First - the instruction manual should address this.
Second - test your camera.
(I'm going to guess that you don't actually have the camera in question, do you? You're asking about general principles and mechanics, right?)
3) Can I change Aperture during the shoot?
See above.
4) Can I change Shutter Speed during the shoot?
See above.
5) Do I have to pull the focus constantly during the shoot?
No.
Most often you'll likely set the focus to manual and just plan your shots appropriatly.
Unless you do have a camera that allows manual focusing during the take, in which case the focusing is discretionary, often dependent upon the DOF (depth of field) your chosen aperture creates.
Avoid auto focus.
GL