By looking in the chamber.
Break open.
Open the action. KEEP YOUR FINGER OFF THE TRIGGER WHILE YOU DO THIS!!!!!!!!!!!!!!!!!!!
Where the shell is loaded.
You will have to tell us if they are loaded or empty, whether they are shotgun shells (and the gauge), rim fire or center fire and the caliber.
The cartridges will pop out.
A cartridge for a shotgun. Typically loaded with multiple lead balls (shot).
http://www.texas-on-line.com/gun.html
If it has a tubular magazine, then the plug is probably inserted in there. When hunting, a shotgun is typically not permitted to be loaded with more than three rounds (including the one in the chamber), and the plug is required to ensure the shotgun is not loaded with more than that. It comes out easily enough.
Yes, No difference than when loaded.
Remington 870 pump loaded with "OO" buckshot or rifled slug
Yes, there are as well as people who collect other types of cartridges. Both the loaded type of shotgun ammunition and the empty 'hull' of a shotgun shell. If it exists, there is probably someone who collects it.
Steel or lead pellets... you know, the stuff they already come loaded with.