Whether J1 Visa should use 1040NR form for tax return?.

My questions:

Whether J1 Visa should use 1040NR form for tax return?.

Whether I can claim my daughter as my dependent and claim child tax credit when my daughter was born at that tax year in 1040 NR?

Currently,Can I track back to 2002 yr tax return because I found I didn't claim child tax credit at 2002,which year my daughter was born.

If so, How to deal with during my 2005 tax return ( my visa changed to H1B and I use 1040A form now)?

welcom any suggestion!
Millions thanks!!