In order to have multiple tools in a single file you will need a BitSetter:
in the absence of one you will need to limit each file to one tool and manually set zero for the Z-axis in-between each tool.
If the machine is electro-mechanically sound, then any difficulty is down to either feeds and speeds or excessive tooling engagement — where possible avoid slotting and add geometry and cut as a pocket
and/or
and consider leaving a roughing clearance and taking a finishing pass.
Clamps are whatever is suited to your stock and setup — that said, the new Crush-it Essential Clamps are amazing:
and to use them, either attach T-tracks (though note you won’t be able to use the Teez-Nutz — get some M6 square nuts instead)
or install threaded inserts (I like to do this where- and as-needed):