1. I'd like to hook the product review to external website (online shop), how easy is it to do this? I'm thinking to hook the "buy this
product name" button to search result on the online shop for i.e.
www.onlineshop.com/results.php?searchstring=product+nameIt's easy and there are many ways to do it. You can use the title of the content itself to create your custom search link or you can use a custom field.
2. Can a different group have a different external link? for i.e. Group 'DVD product' link goes to shopA.com and Group 'Book product' goes to shopB.com
If you want to use the content title, then you would need to have a custom field that tells you which shop you want to link to and then create your template code from there. Or if the shop is determined by category, you could use the category id or title.
3. I'm planning to link the product to forum result too, can I do this too?
As long as the forum accepts a link similar to the one you posted for the shop, then it's the same.
4. If I have one review website then later I decide to split it into two review websites (by buying another license) Is it possible to integrate two websites with just one member database?
jReviews doesn't enable you to do this. There are user synchronization components for multiple sites, but that's the only thing that will be synchronized. The content and reviews remain isolated.