Yes
(2) When did I need to apply for ITIN for my daughter, she is 9 years old, is it necessary? it is when I file my tax return? Or right now?
Attach ITIN application for your daughter to your 2008 tax return. I believe the mailing address is a bit different than the one you mail back tax return normally. You can check the info on ITIN application form.
(3)Do I need the evidence that she can’t get her SSN now from Administration, so I can only apply ITIN for her? Thanks.
No.