who are the veterans because the son of horus said you cannot have conventional vets
In this case, the squad members who have not been upgraded to something else (techmarine,sang priest, etc) are considered veterans. This is true with both the Veteran Assault Squad and the Honour Guard. The reason for this is simple. Look in your codex. On the Army list area for each of those squads it says "Veteran", whereas the listing for tac and regualr assault squads says "space marine".
As for the original questions:
1. No, you can't buy upgrades for your squads to make them veterans, give them term honours, etc. The Vet Serg is included in the cost of the squad, and his profile is listed.
2. As stated earlier, if you are using the Apoc Battle Company formation, you must adhere to the 6 tac, 2 assault, 2 dev squad listing. However, if you're building a company for anything else, do it however you want.
3. In above mention Apoc situation, you can not use Lemartes to lead the Battle Company. You must use a commander. However, in smaller games, yes you can just take Lemartes as your HQ. He can then be attached to another squad (in this case the Death Co) just like normal.
*On a side note, you may want to field Lemartes and just keep him near your Death Co. Remember, he only has to be within 6" to keep them under control. I like to keep them seperate until just before they charge, that way he can give the Death Co the LoH bonus, but if the Death Co gets shot up or charged, he can be redirected elsewhere.