Sorry, I don't know the answer to your last question. But I have two remarks:
- You can connect a small (powered) USB hub to the one USB port of the A+, and then you can connect both a keyboard and a WLAN stick at the same time.
- On my A+ I used a different approach, though: I set-up the WLAN on a model B+ (Ethernet-connected) with the RuneAudio GUI, shut-down and then moved the SD card into the A+. Then, I performed the rest of the set-up.
As for the SD card: It can be done, but I would not recommend it. As soon as there is a new RuneAudio version to play with, you have to redo everything. For testing purposes I have a model B+ with RuneAudio, and there a short 32GB USB stick is connected. On this stick some music is present that can be used without a NAS being present.
Anyway, what you need to do is copy your files to /mnt/MPD/LocalStorage and then rescan the library. You'll probably want to modify the filesystem layout of your SD card first, so that all of the available space can be used.