1. this type of rye bread (100% rye, baked in a pan) could be / must be / better-not be baked on a baking stone?

     I don't own a stone. I bake on a rack.

2. must be baked with steam for the first minutes? or without steam, if you put a lid on the pan?

     If covered no steam is needed, can leave on for half or the entire baking time while oven fan is on.  When crust is exposed turn off fan or risk drying out too much.

3. must be covered with aluminium foil (or a lid) the whole baking time?

     Yes, but I double the foil and shape it around an empty pan first so there is plenty of space between the dough surface and the foil.  Like I wrote above, if the fan is blowing I would keep the loaf covered tightly.  If removing the foil or lid, turn off the fan or reduce the temperature or both.

The bread can be baked with rising temperatures to 250°C and after the first 10 minutes turned down 25° to reduce the temperature.  A gradually decreasing bake to 200°C   (and down to 150°C if desired)