1. Yes, it's better to use a single Enemy base object with 4 instances.
2. The main object will be the invisible Enemy sprite, ideally it will be used in all game mechanics, AI etc. EnemyWolf, EnemyZombie are just 'skins', they will move with the base sprite and play animations.
3. You still haven't told how big your animations are, how much memory they are using.
If this is a web game, then I believe all graphics will be downloaded once on startup and cached. So the next time players launch the game, it will load quickly.
Memory usage and download times are two very different things. To optimize memory usage you shouldn't create too many images on one layout.
4. Pin attaches one object to another. Hierarchy is like an advanced version of Pin, I recommend reading about it.