Two basic methods; first, as a slurry, mixing the rice flour with water and mixing well to eliminate lumps, and as a roux, melting a fat and incorporating the rice flour to make a smooth paste....
No. Baking powder is a rising agent, not a thickening agent.
To thicken gravy mix either flour (plain old white flour) or cornstarch with water so it looks like milk then gradually pour into bubbling...