Yes to all of the above,i do find the silicone sounds tend to be a bit rough so tread carefully and keep adding lube,much better to get a decent stainless steel one.As for your last question,ask your other half which he prefers.
For me the standard sounds never made me come (when soft) but you can get vibrating ones and also the electrode ones which can easily give (me) an orgasm.
I think perhaps there are two groups of 'users', those who aren't trying to stretch and stretch and just want a sensation (no pain), and those that really do want to see what it the largest thing they can get down there. Not sure that is any different to those who use anal toys, many of us use small(ish) toys for the feeling and some like to use very large toys but I can't believe that is all about the feeling but more perhaps about personal goals.
Personally, for me both hard and soft, I think if you are hard and very turned on it is very easy to achieve an orgasm by sliding a sound in and out.
So to answer your initial question, I think it does different things for different people. If done sensibly it shouldn't be dangerous or cause an infection.
Wash it and your hands and his "bit" with anti back soap probably don't have to boil that much. As for use assuming you're using it on him, watch his face and tell him to say stop at the slightest pain, I've found silicone can :"drag" a bit and steel better however try to get lube down his hole squeeze the end to open him up and push as much in as you can using the sound to help it in, try shallow at first at the end get him to pee to wash everything out and expect a bit sting the next day peeing but it feels very nice and you can go to about 12" deep eventually and as thick as your little finger that you can also gently push in, if you're really brave the sound can be used on girls too.
Fingers down there I would suggest is a whole different ballgame and perhaps you are then moving away from sensation of a sound and into a different form of gratification.
As for sounding for females there have been a few threads before about that specifically.
Hi Peak couple first off what does it do? Can give you a fantastic feeling inside his penis that can last hours😊. It can make him cum but a different kind of cum, if done right he can have a prostrate orgasm which is very enjoyable.
Again if it’s done correctly it doesn’t hurt at all and if you use metal sounds with plenty of lube the sound just slides down his shaft. Some people might like pain but that only happens if a to bigger sound is used.
As long as you don’t get a too thinner sound it shouldn’t scratch or damage the urethra or prostrate.
It can be done either soft or hard but I’d start off soft and build up.