Sculpey satin glaze applied before or after baking?

Yes to almost all your questions. Definitely wait until you're done baking to apply glazes. Acrylics are the best for sculpey; you can use just about any sealer but my preference is for Kryolan spray and Liquitex brand brush on glazes and matte finishes. Test your glazes and color schemes on some scrap pieces made specifically for that purpose to see if you like the results before committing on the big piece. Also if you want something super shiney use clear liquid nail polish (I do a lot of cartoon character maquettes and miniature statuettes and use that for eyes, teeth and claws). Have fun!