1. I want to add viewlet like the default news viewlet, but I can't write any ZPT. How can i do?

  You need not write any code. Just create a new Topic content to filter the content you need at any place you like. And add the Topic to your contentpanels and select the body viewlet. That is all. No code needed!

2. I just installed 1.5 and looked at the screenshot
http://www.plone.org/Members/panjunyong/ContentPanels/ContentPanels.JPG
and wonder how can you have different number of columns on different
rows?

 In fact, it is a combination of 2 contentpanels.  One contentpanels can be a panel of another one.  The bottom panels are in another contentpanels content.

 Another way, from 1.7.1 contenpanels support tiled disply mode, which may meet most of the need.

3.  How can I disable the possibility of adding the Review List, Language, 
  Login, etc. from the Viewlets dropdown? Can we have some sort of 
  permission by which site admins can add any
  viewlet, while normal members can only add a subset of these viewlets?

  Yes, you can.  See ZMI portal_contentpanels. They are just actions. 
  You can define who can use the actions(use permission). 

4. How to put my new-created contentpanels on plone's left/right column?

   You can do this at the 'edit' tab. 

   Or do it under ZMI manully:

   Say you have created a contentpanels named 'my-contentpanels'. You can add
   it to plone this way:

   1. go to the folder's ZMI, properties
   2. add a new lines property, with name left_slots or right_slots.
   3. add the contentpanels portlet:

      here/my-contentpanels/contentpanels_body

5. how to debug my new viewlet? I can't see the traceback from the errorlog.

   see contentpanels_error.py, uncoment the first line(just raise the exception)

6. may I divide a panel in two or more colums ? If not may you consider
   it as a change request ?

   you can difine different numbers of column in different CP pages and use 
   the 'tile' display mode(in the 'edit' tab) to make them in one page.

7. How to enable RSS viewlet?

   you must install feedparser: http://feedparser.org