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I would take these questions directly to Amazon's tech support for your service. I guess it depends on the level of service you got.
OSB is not pre-installed in EC2 you have to do it yourself. Here is a great video that will show you exactly how to do this
You can also try this out easily using a Tes Drive Lab
You cannot use RMAN+OSB to back up to your local machine.
You can backup your Oracle DB on (either on your local machine or on EC2) to S3. Once the backup is in S3 you can download it to your local machine if you like.