1) A micro-ATX motherboard will fit in an ATX case. You just have to move the little metal stand-offs on the case base plate to line up with the holes in the motherboard.
2) It looks like a Prescott 2.4A is
this CPU. It's just a 2.4GHz Prescott with a 533 FSB.
Gigabyte's CPU compatibility page claims support for a 2.4GHz Prescott with a 533 FSB. The "G"s which they're using on that page are for Gigahertz - not a CPU code number.
3) DDR RAM is required to run at lower clock rates so you can use DDR400 in a DDR266 motherboard. At least those are the rules. People have on rare occasion had problems with such things but it will almost certainly work just fine. Most RAM sticks will automatically run at tighter memory timings when run at a slower clock rate so you don't lose as much speed as you might expect. Some RAM sticks require manual programming in the BIOS to go faster when using a slower clock. You can check the SPD (serial presence detect - the ROM on the RAM stick which tells the motherboard how fast it can go) timing tables with
CPU-Z. The SPD Timing Tables show what timings the RAM stick will use at various clock rates.