Wheat flour is a "High Glycemic Carbohydrate" which rapidly raise your blood sugar, trigger insulin, and raise your blood fats (triglycerides). Eat a "whole grain" flour.
Flour can be made from many types of grain or bean. Wheat flour can be several different grades of flour. Whole wheat is just that, it's the whole grain ground into flour with nothing removed.
Pastry flour is a "weak" flour, meaning it has low-gluten content, while regular flour is "stronger", meaning it has a higher gluten level. Higher gluten makes a chewier item, like bread and buns....
No, it is not necessary to sift whole wheat flour. If you made the flour by yourself, and the flour isn't like a smooth powdery texture, then you should sift it to remove any unblended grains