I'll do my best to answer these.
First question: You are allowed to make one normal wheel manoeuvre at any point during your charge, however you are required to use this wheel bring as many models into contact as possible. In figure 22.1 it is assumed that the knights have already made this wheel or were already lined up perfectly to make this charge. As soon as the units make contact (even just touching at the corner), the charging unit makes a free wheel to align itself against the unit. This free wheel is what is shown in figure 22.1. So, in short, you get 2 wheels during a charge but the last one can only be done after the models are in contact and costs no movement to perform. If you are already lined up to achieve the maximum number of models that can attack, then the first wheel is unnecessary.
Second question: The answer is yes, unless your unit is stopped by impassible terrain or another unit, you must move the full pursuit distance rolled. This represents the distance that your unit moves while chasing and cutting down the fleeing unit. Realistically, the enemy unit would not have all dropped dead the instant they turned around to run. It is just represented this way on the table top so that we don't have to needlessly measure and move the fleeing unit that is about to be removed anyways.
Third question: You're getting into a bit more complicated of a situation here. If your pursuit allows you to charge into a fresh enemy that was not already in combat, that combat is resolved in the next round and if it is broken on the next turn, you pursue as normal. If that unit was already engaged, however, and that combat has not been resolved yet for this turn, then your pursuing unit gets to fight a second combat round in the same turn but may not pursue the unit at all if it flees (each unit is only allowed one pursuit roll/move per turn). As a third possibility (and I think this is the one you are asking about), if the unit you are charging flees as a charge reaction or due to panic/fear/terror etc then this is resolved after you have measured your pursuit distance and determined you are in range, but before you actually move the models. If the unit is still in range of your original pursuit roll, then it is removed and you then move your unit the full pursuit distance.
Hopefully that makes more sense now and I didn't confuse you worse, I can tend to do that sometimes.
