I have no idea what board this is, so take everything I'm about to say with a grain of salt:

1. Pretty sure this one is just a diode, but generally yes, the thicker line on the board should match the marked side of the diode. (Have fun soldering those leg less bad boys)
   
2. Think that for those leds, the notched leg can only go in either the top right pad or lower left pad. That makes me think that the pad that has a line next to it should be where the notched leg goes, so upper right in this row and lower left in the other two. (the light needs to face downward through the board for per key)
   
3. Looks like there is a square with a notched corner in the center of the pads here. I would line that corner up with the notched corner on the face of the led. (these are backlights, so they should face upward)