Hi Vincent

1. Create the ticket via email received & notify the sender that a email has been created.

For this you can use the Advanced Mail Manager.

The documentation is found here: Email Management (sagecrm.com)

There is an existing Support Template (Working with the Support template (sagecrm.com)) that can be used to log a case and then send automatic emails to the client. 

A video lesson can be found here:  Sage CRM: Developer Training (Programming for the Advanced Email Manager) Part 12 of 18 (youtube.com)

2. Create notification every time when the workflow is changed e.g assigned ticket to a user (notification sent to the client that of all the stages of the workflow)

A user can be notified at the initial creation and assignment of a case using a Quick Notification.  Quick notifications and escalation rules (sagecrm.com)

But if you want something to happen each time the data changes then you can use an escalation rule.  

See:  Sage CRM: Developer Training (Workflow 2) Part 8 of 18 (youtube.com)