It is called a peloton.
The Peloton is the name given to the main group of riders. To "play" peloton, just keep up with the main group.
The dog that ran into the peloton on stage 2 of 2010? If so no the dog escaped unharmed.
The Tour de France, the cycling race, just means tour of France, tour meaning race in this instance. So called because it goes around France.
Yes, the bikes on the tour de France have brakes on each wheel.
The groups are called teams, and use the sponsor's name: Team Skye, Team Radioshack, Team Omega, etc. Movistar Team, Omega Pharma Quick-Step, Garmin-Sharp, amongst others, can make it difficult to follow the stages.
The Vuelta
The TdF is a multi-day event, and the race distance for each day is called a stage.
The Tour de France is held every year. The only times it has not been held is during the two World Wars.
The TdF is held in July each year.
La Tour de France
I could not find reference to sound tracks for the sport Tour De France. However, there is an electronic music group called Kraftwerks that has an album called Tour De France Soundtracks that was released in 1983. The music for the Tour 2013 on Eurosport is Nic Chagall - What you need.