Not an advanced programmer, Just do some decent amount of simple stuff to support my own work.
Q3. Is it better to learn coding theoretically or through projects?
Need both at first. Cannot code without knowing basics.
But once done, actual learning really happens by working on things. I came out of college with a degree but no real skills ( obv others will be much better too). Coding while in job is what actually helped. After a few years you develop basic skills in being able to organize/abstract and think ahead.
I'm afraid to approach Python as it looks complicated.
python is perhaps one of the easiest language to work with. Some things can be done in a line which might take many many lines in something like c++. Really great, but pure python can be slow. With libraries and workarounds one can manage. I have not used it, but Rust is supposed to be easy enough to work with and is much faster too.
I moved to python few years back, have not really learned it by studying but just by working on things and googling stack exchange type sites for answers on how to do something. But for a complete newbie, you will have learn the basics first.
Q1. What is the best language for making Windows applications?
I don't have answer, but just saying python works on both windows and linux.
Q5. How should I approach databases and algorithms? (My math and study skills are terrible.)
I think some basic understanding of datastructures esp and algorithms should help in coding. Perhaps if you can understand the concept itself, that might be enough as you dont really need to implement those for simple coding and simple coding can do a lot. Databases stuff you can do after that, though not every program needs one.
One very good way might be to start with Coding courses in something like coursera/edx. I don't know where they stand now, but i tried them a decade ago when they were just starting out and completely free, and the quality of these courses was very high + they were fun too. After that can pick up relevant books if they interest you. Just google and pick up popular+easy to understand one.
But again, we learn best by doing.