Glad to hear you enjoyed your first game

So onto your questions:
Pluck penalties: As you say the main way to affect pluck is to use weapons with pluck penalties. If you have an enemy with a serious Pluck save, then either lock him down with a similar figure, or outnumber him. The more saves a figure must take the more chance they'll fail. Honestly though, if you are playing a scenario with set objectives this becomes less of a problem than when you just face off and try to annihilate each other.
Shooting in melee: On the Mystical Powers table is a column that tells you in which phase a power may be used. Spitfire is a Shooting Phase power.
Armour: Its funny that I hear this question a lot, but on the other hand I have people saying that their troops get hit too often and that armour is not good enough

The penalties for shooting while moving and shooting at moving targets are based on Charles and my shooting experience. He is a very competent practical shooter and even he can't hit a small barn if running.
Your Turkish Riflemen are getting a +5 to shooting against a modified target number of 10, so even though the enemy is running they'll hit 50% of the time, which is pretty good shooting actually.
If you are having problems hitting someone's armour you need to volley fire or mob them, or make sure you have a heavy weapon in your company. I can assure you a machine gun makes short work of brigandine and even makes those in SRC breastplates dive for cover. The alternative is to have one or two weapons that ignore armour such as flamethrowers and arc weapons.
All these tactics and more will become obvious once you've played a few more games. We went over the rules many times during the design phase trying to ensure that there were tactics and equipment to deal with each of these.