The RWR display doubles as the MWS display. Sometimes the system will not detect a launch if you are flying over clouds or are in such a position that the cameras can't "see" the launch.
As far as countermeasures, semi-auto mode is sometimes useful but it can get confused in a hostile environment. If there is a radar tracking you at the same time an IR missile is shot, the computer may believe that it is a radar guided missile and use the wrong countermeasures.
Typically I will use Auto mode when in normal flight then switch to manual mode when I am running in on targets since I will probably know the battlefield threats better than the computer.
The jammer isn't really useful against the AI. The jammer in DCS reduces the range a radar can get a lock. However, typically the AI will only launch when you are well inside the weapon engagement zone - and well inside the range a radar can get a lock. The missile will not lose track just because you turned on the jammer. As soon as the radar is locked, the jammer is useless.
Hope that helps.