Does the milky have stars in it?

All the stars we see with the unaided eye are part of the Milky Way. Many of the brighter ones have names.

Since we have not charted all the stars in the Milky Way Galaxy that is currently unknown.

More than there are grains of sand in the whole world, so lots and lots and lots! :)

Yes. Lots and LOTS of them. In fact, while estimates vary widely (because we don't really have any clue as to how may small, dim, red dwarf stars there are) there are probably between 500 billion and...

Yes. It is a nearby star, only 25 light years from Earth, and, together with Arcturus and Sirius, one of the most luminous stars. Our Milky Way Galaxy is 100,000 light years across.