Some time ago I wrote a post for Altium blog. It can answer some of your questions:
How to Route DDR3 Memory and CPU fan-outBasically, uVIA helps you to design more dense PCBs. It's because if you use through hole VIAs, these take a lot of space on ALL layers. If you use uVIAs, you still can route under them and place components on the other side of PCB.
To setup uVIA is simple, you just specify between what layers the uVIA is connected. Have a look here:
Altium – VIAs, uVIA, Buried VIAs (The New & Old Way)PCB with uVIA is more expensive comparing to PCB of same size with through hole VIAs, but .... if you use uVIA you often can make the PCB smaller, so it may compensate the price. PCB with uVIA is often use mostly because board is very packed with tracks and components and there is no other way to finish the design, only if uVIAs are used.