The PSD is an even function of frequency, so you only need from 0 to the Nyquist, if you want to conserve the total power, you have to multiply all frequencies except 0 and the Nyquist by two if you only keep 1/2 the frequencies. 0 and the Nyquist only occur once in the PSD estimate, all other frequencies occur twice. If you look at the example I gave you, then you see it agrees with the scaling in MATLAB's periodogram.
The answer about multiplying by a window, Hanning, Hamming, Blackman, Tukey. etc. is that it depends. A window reduces the bias in the periodogram, but that comes at the cost of reduced frequency resolution (a broader main lobe).