Do I need a separate channel for the effects pedal?

No, the pedal essentially sits in line between the microphone and the PA. This is good for when you're playing on a line up with other bands: simply disconnect the cable from the stage microphone and plug the cable into the pedal's output, then connect your microphone to the input on the pedal using an extra cable, the sound engineer shouldn't have to adjust the gain settings on their desk.

How to vocal harmoniser pedals work?

Vocal harmony pedals have controls allowing you to select the key you're playing in and the harmonic interval for the harmony voices. Harmonic interval selection allows the extra voices to be either above, below or around the sound of your own voice. It's also worth noting that because a lot of songs change keys in the middle, most vocal harmony pedals allow you to control the key via guitar: simply plug a guitar into the designated input and the pedal will analyse the chords from the guitar and move into the correct key as the song changes. The signal from the guitar is then sent back out to the PA or amp without being affected.

What effects make vocals sound better?

Reverb can make vocals sound better since it adds a subtle natural quality to them. Other vocalists value compression since it delivers a more consistent level and sound.

What are the best effects for live vocals?

The best effects for live vocals are ones that enhance the performance, such as reverb, delay, and compression.

Should I record vocals with effects?

Generally, you shouldn't record vocals with effects as you are then restricted by what has been recorded. It is best to add the effect after you have recorded the vocal track so you have the ability to change and alter the effect if required.