1) assertNotNull() will record a test failure if the argument is null. So that test will succeed if loadProperties() returns non-null.
2) To help you with this problem, you'd need to be a little more precise about what error you're seeing. You need to have your test project include the org.junit plugin that comes with Eclipse on its build path, so perhaps that's the issue you're seeing.
3) Sure, why not? A test method can include any code you want. I often write tests like