Hi Maya's Mama,
Although I do use "fresh" lasagna sheets when I make my lasagna, I usually buy them at my local Italian deli instead of making them from scratch. Since the pasta/lasagna sheets are so thin, it is much easier to handle them when they are frozen. I find when using the frozen sheets, that they have defrosted in the pan before I have finished making the layers (just from the heat of the kitchen). The sheets I use are "pan sized" (only 1 sheet per layer is needed). The sheets are very thin and measure 9 x 13 x 1/8 inch thick.
Here's my questions:
1. How thick/thin do I roll the lasagna sheets?
About 1/8 inch thick, or thick enough so that it doesn't tear.
2. Can I freeze fresh lasagna? (i've only ever cooked with store bought)
Yes, you can freeze the fresh sheets (that is how I buy them). Make sure to put a piece of freezer paper or cooking parchment between each sheet of dough so that they do not stick together.When I make my own, I layer the sheets on a cookie sheet so that they freeze flat, then stack 4 or 5 sheets in a air tight freezer bag. Use them frozen (easier to handle) when making your lasagna layers.
3. Do I cook it then freeze it? or do I freeze it raw?
Fresh/frozen lasagna sheets are used raw (they do not get boiled first like the dry kind. Fresh lasagna sheets do not absorb as much liquid as the dry ones do, so using a thicker sauce helps the finished/baked lasagna from being soupy/runny.
I have made traditional (red sauce) lasagna and frozen it both ways....sometimes baked, then cut into single serving sizes and frozen in containers with a bit of extra sauce on it. I have also frozen whole, unbaked lasagna, then defrosted overnight in the refrigerator and then baked. Either way seems to be fine.
My vegetable lasagna (white sauce), I will only freeze after it is baked. Something about freezing unbaked white sauce, just doesn't work as well for me.

Again, I freeze it in single servings, but I will reheat it in its frozen state in the micro.