Ok, I'll stab at a few of your questions.
#1. I go to the Art Institute of San Diego, California. I am studying for a Bachelors of Science degree in Video Game Art and Design. I have finished over 2 years so far, and have about a year and a half to go for my degree. You can actually get this degree completely online if you wanted to, but be advised - This school and this program is not cheap. I am paying over $65,000 for my degree, and the online degree is even more expensive. (Expect to pay an additional $6-7k more for an online degree)
There are Art Institutes all over the country, just google it and find one closest to you. Not all of them offer the Game Art and Design degree though, as it is still very new.
#2. I have never even heard of AXE-Ledge before. I assume it is a 3d program, probably a lower end one. The ones I use are 3ds Max and just starting to learn Maya. These are the main 3d aps that are used in the film and game industry today. Dreamscape, ILM, and Pixar for example use these, especially Maya. However, these softwares are also not cheap. A student version of Max and Maya can run anywhere from $4-500 or so, whereas a full licensed version can cost over $1,000.
Nor are these softwares easy to learn. The Intro 3ds Max Bible book that covers all of the basics of the software is 1,296 pages long. If you read and did the entire book cover to cover, you still wouldn't know everything there is to know about the program.
#3. If I were going to model that character, I would use box modeling and could probably have it done in a few hours. If you want to learn more about 3d Modeling, there are a million tutorials out there that can help you, but for character and box modeling I would start with
this tutorial here. The "Joan of Arc tutorial" is very well known for being one of the best beginner tutorials out there, regardless of what 3d program you are using.
#4. A common misconception among beginners is that artists throw a bunch of models at a programmer and expect miracles to happen in the form of a game. While that is kind of what happens, there is a helluva lot more to it than that. First and foremost you have to develop an
engine. Unless you plan on coding the entire game yourself, IE Old Nintendo or Atari games, there is a engine that is programmed these days to make games.
Think of a game engine as your own personal room. Inside that room you load all of your textures and characters and levels and environments and sounds and effects and everything else into. Once it is in that room, then you can make the adjustments yourself and create the actual physical game.
One of the most common engines these days is the Unreal Engine, which is used in tons and tons of First person shooters these days. The Unreal Engine is available for purchase if you BUY Unreal at your local store, and you can make your own FPS games with that engine.
So, unless you know someone who has a good grasp of Flash, (Another easy and cheaper alternative) you are going to have to get your hands on an Engine that is used for Fighting games.
Think of games falling into these kinds of categories - FPS, Fighter, Side Scroller, 3rd Person combat...etc. Each of these types of games has a more popular engine you would have to use in order to make your dream come true.
Linear Mode
