They probably don't have a footnote describing all other factors you have to take into account either. If they did it would be more of an article than a footnote. You will have to go to the original articles to find detailed descriptions of how to derive a temperature trend from the available data.
Not much. It's noticable but even with no corrections at all it is not enough to explain away global warming. And then there are other temperature sets that can't possibly be affected by heat islands, such as those derived by drilling a deep hole and measuring the temperature profile, taking into account that it takes a certain amount of time for heat to propagate to a certain depth.
Do a search in google in sci.environment for 'heat island'. The issue has been discussed lots of times before.
http://www.autobahn.mb.ca/~het/globalwarming.html Has lots of links to information about global warming. It's always a good place to start, or you could go to the IPCC report.