|1. Can cells which still have no value (#N/A) be somewhat different from other cells and without that text #N/A. It would be nicer to look at, especially if they would be only light coloured.|
This will produce an empty cell instead of a #N/A error:
=IF(ISNA(VLOOKUP(A1,[Book1.xls]Sheet1!$A$1:$F$5, 4, 0)), "",VLOOKUP(A1, [Book1.xls]Sheet1!$A$1:$F$5, 4, 0))
This will try a VLOOKUP and if it returns #N/A, the IF statement is TRUE and the value_if_true ( "" ) is returned. Otherwise, it returns the result of the VLOOKUP.
2. Also, once cell looks-up for a source value, can it be turned into text/number/combination, so that it wouldn't be a formula anymore? Once cells have values they don't need to look it up anymore.
You can manually perform an Edit...Copy...PasteSpecial...Values.
The other option is a macro to replace the formula with the value.
3. Since there's a lot of information, lots of data (until now 37055 rows, 21 columns), would it be safer, easier to store that database in access format and manipulate with it in likewise manner? If yes, please recommend me where to start with reading
I know nothing about Access. In addition, while we get a number of Access related questions in this forum, they don't get a lot of answers. There just aren't any Access experts that hang out here. You might want to try a forum more firmly dedicated to Access.
Those databases are generated manually, entering one value after another, so maybe in Access it could be automated somehow?