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Deadheading is just removing spent flowers, to beautify th bed, also to encourage the plants to continue blooming. Of course, if you want to produce seed, you need to leave the flowers on the plants. This article on primrose has some good information: https://www.gardeningknowhow.com/ornamental/flowers/primrose/growing-primrose-primrose-plants-in-your-garden.htm

You can gather the seeds in late summer - early fall, and plant them the following spring. However, since you want something else where the primroses now are, have you thought about digging them up and moving them. Since they generally flower all summer, you should be able to find a place for them. Here's an article on primrose: https://www.gardeningknowhow.com/ornamental/flowers/primrose/growing-primrose-primrose-plants-in-your-garden.htm

Primula bloom in the spring, and some varieties continue blooming all summer and into the fall. Not sure what you mean by when you should bring them out of the shade --- are you asking when and where to plant them? You should plant them in a spot that gets some sun, but some shade also. And you should go ahead and plant them now. This article has more information: https://www.gardeningknowhow.com/ornamental/flowers/primrose/growing-primrose-primrose-plants-in-your-garden.htm

Generally, primroses are planted in the spring. This article has more information: https://www.gardeningknowhow.com/ornamental/flowers/primrose/growing-primrose-primrose-plants-in-your-garden.htm

This article should help: https://www.gardeningknowhow.com/ornamental/flowers/primrose/growing-primrose-primrose-plants-in-your-garden.htm

Some primroses can be left outside and some cannot. You will need to determine the variety to be able to tell if yours can stay outside.

It would be best to divide it in the spring. Many plants take division in the spring best because they are in active growth then and will recover from the damage faster.