2) I'm not using trains often but I think there's no need to purchase tickets in advance. One
Bought earlier is in the most cases cheaper for long-distance trains. For local trains it makes no difference.
On local trains (at least those of the Przewozy Regionalne company) you can get a 30% discount for all except one from a group of from 2 to 4. So, in your case, for 5 persons you can get 3 discounted tickets. The offer is called "Ty i raz - dwa - trzy":
To use a similar offer for long-distance trains, you need at least one child not older than 16, so for them it will not work in your case. But for local trains yes.
she said it is near Kolno - Kolno is near (north of) Łomża - i am not sure if trains still reach Łomża (they used to)
Currently there is no passenger trains to Łomża. They are going to be reintroduced after the renovation of the tracks, which is going to be done until 2023. The nearest train stations to Kolno with passenger traffic are: Pisz, Ostrołęka and Śniadowo.
But Łomża seems to be the only town with which Kolno has a connection better than just a single bus in a whole day.
See the timetables:
Be careful with that many of those buses operate only on working days or on school days (those "on school days only" will not work during school holidays) - read the annotations.
Check for bus connections at e-podroznik.pl
There is many bus lines that can take you from Warsaw to Łomża, you can also google the phrase "autobus warszawa łomża" albo "bus warszawa łomża".