1) The paper Explicit SABR Calibration Through Simple Expansions explains how to calibrate the SABR model in practice.
2) The role of alpha, beta and rho is well explained in the original SABR paper Managing Smile Risk. Beta is most often chosen in advance, to represent a specific dynamic. Although one can find references where people calibrate it to option prices, it is in general not a good practice.
One reason is that in terms of implied volatility shape, rho and beta have a very similar role. The calibration of both parameters to vanilla option prices leads to an unstable fit. Another reason is that beta controls the backbone dynamic: how the smile moves with the spot price, which is not visible directly from option prices at time t.
3) What do you mean by results output? The output is typically a Black implied volatility, which you use in the Black formula to obtain the price of a European option/swaption.