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They can vary—a lot. For example, while the EU continues to move toward broader standardization, many different types of outlets still exist from country to country. Some local standards cared about polarization, and some didn’t. It’s similar to other countries around the world.

Generally, you’re less likely to find polarized outlets outside North America. However, alternative plugs and outlets often incorporate precautions so that accidentally touching live prongs on a plug is hard or impossible. You may also find interesting regulations overseas that limit the use of outlets in bathrooms or near sinks to decrease the chance of shock.

When wiring a switch, the power typically comes into the receptacle first. The neutral wire goes straight to the outlet, while the hot wire is split. You'll need a wire nut to splice the hot wire back to one of the receptacles, but you will also tie another wire into that same wire nut and run to the switch. That way, you can control the flow of electricity to that particular receptacle by turning the switch on and off.

It’s not a good idea to mix LED and incandescent Christmas lights if you can avoid it. LEDs and incandescents can have significantly different electrical current needs. This difference can lead to a higher risk of problems and failure for both light strands. When possible, switch all your lights over to one kind or the other for the best results. Do not connect the different types of light strings to each other, and avoid linking them to the same circuit. 

A multimeter does not measure frequency, charge, inductance, and other electrical quantities. Instead, it measures voltage (AC and DC), current, and resistance.