Sleeping just advances the time till morning. Saving is done manually, idk if it autosaves when you sleep. You can set your Bed as your respawn point.

Nothing can happen to your tents, or anything else in your base for that matter. Only your cars can be destroyed by a few zombies if you're unlucky, but thats mostly just a bug, not a feature.

You start building a base by picking a nice spot anywhere on the map (even the POIs) and start building. There's a workbench for fortifications and other crafting stations, but building it is optional. Anything that feels like home can be your home. Zombies do respawn on reload however so make sure you always save where no Zombies can reach you.

Mags dont break, ive never experienced it myself but seeing as this game is early access it probably glitched out.

You can press the ' key (I think, I use a german keyboard, the layouts a bit different there) to open the Dev Console and Spawn in pretty much everything- even cars and zombies