Hello I have this simple question: Do I need to render before exporting?

No. If your computer plays back a clip that has been adjusted fine then there's no need to render before export. If the clip plays back poorly, you can render to be sure it's OK but in almost all cases you can be confident that the final export will be good.

Thank you. Can I keep working on and changing a project while it is exporting?

No. You can work on other projects.

Thanks! Can I do batch export? I would be very handy to be able to export, let's say, three projects over night and have them ready in the morning.

Just individually select each project and export. They will queue up and export overnight. Unfortunately FCPX will not let you select more than one project for export at a time but that's a very minor inconvenience as the exports will queue up in order and advance to the next one automatically once the first one is finished.

Thank you. Can I keep working on and changing a project while it is exporting?

Duplicate the project before export, then work on the duplicate while it's exporting from the original.

And, of course, if you have Compressor, you can make custom export settings. You can start with one of the default options, duplicate it, then tweak it. Those new ones will appear as options in the Add Destination feature in the Share window in FCPX.