Effects run by being rendered to a window-sized render target, then transferred to the back buffer. The area processed is the object bounding box. So your texture coordinates are just the area of the bounding box in the window-sized texture. You can use the parameters detailed here to find these values in the shader.
Construct does all vertex calculations in software so there is no need for any vertex shader, although this means you may have to adapt the code.
You can set render states etc. like normal in shaders. Check out the additive (PS 0.0) effect, all it does is change render states (which is what 'PS 0.0' means - render states only).