Yes he did, I know he performed in Toronto, I can't remember if it was 1983 or 1985, but I saw footage of The King Of Pop himself in Toronto.
I read somewhere that he did performe once in Disneyland at age 16 but I have not been able to find that information again.
They sang together a few times on the Jackson's variety show when they were young, as adults they never performed together live.
No, that was just one of Michael's favorite personal songs but never performed live.
I believe she was once a back up singer on one of the tours.