Yes, you can load many meshes at startup. Simply place what you want to load into the content folder and use multiple lines of Content.Load<Mode>(" file name ");
To place a mesh where the mouse is clicked is a little tricky, because the mesh exists in 3d space and the mouse click in 2d space. Go over to the education section and look for the "Picking" example. It will show you how to catch your mouse clicks and translate mouse coordinates into your 3d world space. Once you get the X and Y coordinates, you'll need to determine how far into the scene you want to place the model to create your "Z" value. Then, just use those XYZ values as the .Translation vector of your model's world matrix.
Yes, you can apply a texture to a mesh by clicking it. You will need to detect the mouse click, have the texture loaded & ready, then either send it to your own custom shader via an effectparameter or through the built in BasicEffect. You'll need to check the XNA helpfile & read up on BasicEffect's use of textures a bit as I don't know its syntax off the top of my head.
Byron
..shaders make you feel... powerful, or very very stupid.
http://drjbn.spaces.live.com/