To answer your first question, you really need to subdivide it into two projects.
You don't "connect your thermistor to your LED display".
First, you learn how to connect your thermistor to the arduino, and collect and interpret the analog or digital signal,
whatever it is. You send the answer from this to your PC over the usb/serial connection to debug it.
Secondly, you learn how to connect and display on the 4 digit display from the arduino.
Then, you put the first and second project together.