How to fetch live data

What firmware version is on your Bangle. It'd be worth checking (with the About app) that you're on 2v12.

I have installed the iOS Integration app - how do I get my iPhone notifications on here? I only want a handful of them but this would be handy!

Once you have the iOS app installed and you've exited the app loader, you should just be able to pair your phone with the iPhone and I think you're sorted.

I have loaded up the Pebble Clock with distance app but the steps keep reading as 0. Do I need to switch that on?

You might need to add the Pedometer widget at the moment to get that working: https://banglejs.com/apps/?id=widpedom

How do I get a live reading of heart rate on display?

Heart rate monitor app should do that: https://banglejs.com/apps/?id=hrm - keep an eye on the 'confidence' value as it'll show you all kinds of figures until that gets above 0%!

Can the device (on demand) fetch data from the web (via my phone over BT) and display that on screen?

Yes and no. With Web Bluetooth (http://www.espruino.com/Web+Bluetooth) you can, but the webpage has to be in the foreground. On Android I'm hoping you will be able to soon with Gadgetbridge, but on iOS I'm not sure it's going to be possible as Apple really locks down what applications are allowed to do in the background of your device.

Best bet would be to have a quick read of the FAQ on https://github.com/espruino/BangleApps/w­iki - I don't think it'll help answer those questions but it might be helpful nonetheless :)