Gidday Gearup,
Good luck with the CIR. I tend to agree with DBTW's explanation.
1. You should be handed off somewhere between 23DME and the control zone boundary (dependent upon your altitude).
2. You need to tell TWR your radial/distance (DME/GPS) and level cleared to on first contact. Can't remember whether a level passing is required but level maintaining is.
3. The MSO-TW track is closely aligned with the LLZ (well, within 10 deg). To do the DME arc you'll need to pass over an IAF on the arc, which is a little ways off track from MSO, so it's not practical. If you are RNAV equipped, tracking via BRADD is the easiest means. (If not, how's your Point-to-Point nav?) Otherwise, work it out at the flight planning stage to avoid any surprises/extra stress. Commencing from overhead with a sector entry is very time consuming and inefficient, so not very likely.
4. As TW is procedural, they depend heavily on your distance/radial/level reports to step you down in accordance with the MSA/LSA limits on your charts. They will match up with your expectations. Be prepared for a higher radio workload in the procedural environment.
5. At 5 miles you are past the OM (and hopefully on the approach). Subject to traffic, you may be asked to report at the OM. Otherwise, I'm not sure what you're asking, unless you mean joining from overhead, in which case they will clear you in advance, and normally expect to make a report overhead and/or outbound on the LLZ. If you use this method, look very carefully at the chart and any limitations, particularly if you do go outbound at 4000'.
6. You should have been asked your intentions following the ILS and be given an appropriate overshoot instruction well in advance.
The key to all of this, of course, is preparation. Plan via BRADD if that's permissible. Be prepared to hold there if 12 is the duty runway and there is traffic. Know the limitations associated with holding at BRADD - in particular altitudes and distances, not just timing....
If you are coming from Maitland (as your post suggests), then you might expect to do the DME arc to the left. (Left turns on the arc). Just make sure you cross the IAF on the 155 radial if that's the case. Plan your descent profile as a constant manoeuvre, even on the arc. That'll make it easier for you WHEN you get your engine failure, ie no large power changes associated with having to level off at any intermediate points along the flightpath.
Good luck!
Gotta agree with puff re your first time in Class D. That's not good form on the school's part. They should have given you training, or at the very least co-ordinated with the ATO and told him/her that you were not Class D familiar/trained.