If you can't do it yourself, get your dog to the nearest veterinary hospital. But, if that's not possible press wet clothe to the wound. Keep pressure to stop any excessive bleeding, next you must...
Yes as long as its where the dog can not lick it off
Hydrogen peroxide works well. It disinfects and cleans the wound, but doesn't sting like alcohol, for example.
You could. It wouldn't hurt anything, although it certainly is not as effective as products intended as antiseptics.
Home Hazards for Dogs