1. The Microsoft Dynamic 365 Toolkit is only used for Plug in deployment from Visual Studio to CRM, right? it does not include SDK, right?
Yes thats correct, the developer toolkit is not included in the SDK anymore. In older versions of CRM the developer toolkit was included in the SDK but not in the newer versions.
You can use the Developer toolkit to create CRM Plugin/Workflow/other types of projects and solutions in visual studio and allows you to deploy to CRM directly from Visual Studio.
Microsoft Dynamic 365 Toolkit is not the "Microsoft Dynamics CRM 2015 Software Development Kit (SDK)" as I listed the URL below?
https://www.microsoft.com/en-ca/download/details.aspx?id=44567
I also found this site for download SDK, which doesn't need to run the script, I guess this is ONLY SDK, could you confirm?
No, the link you have given here is the link for SDK download for CRM 2015 but you have signed up for Trial Online which is Version 9. For V9 the SDK download is different as I have explained in my previous posts.
To answer your question on if you need to run the script, script-based download only introduced for Version 9. For all the older versions, you normally have to download the SDK like the link you have given for 2015 SDK
2. Does the SDK include all 6 scripts run results (6 folders)? or only the second script is the SDK, and other 5 scripts are the other tools?
The Term SDK normally refers to Assemblies (CRM DLLs) and the Tools. When you run the powershell script it will download the following tools only

To download the tools, yes you have to run the whole script. What I normally do is, Open PowerShell ISE in windows, as shown below and click run

Copy and paste the script and click run

Once the script completes executing, if you did not change the default folder, it would have created Tools folder in your AppData folder and there you will have these tools downloaded
