The best time to drink the protein shake is right after your workout, some guys go as far as to drink it right after the last rep. You also need to replace the carbs you used after the workout.
A good multivitamin never hurts, creatine works but you can have side effects from it (myself and a few of my friends stopped taking it cause of them).
You should pretty much drink shakes to help your cal intake, as it is often hard to eat the 1.5 to 2 grams of protein per pound of bodyweight that is thought to be the correct amount for building muscle mass. You should also boost your carb intake, but you will have to play with that as it really depends on how many carbs your body uses in a day.
You will get a lot bigger much faster if you start lifting weights. To bulk up you want to use compound lift like the squat, deadlift, bench press and pretty much any olympic lift. For grappling you will need to work on your grip strength. You can either pay for one of the many grip strength devices on the market or you can simply make a slit in a tennis ball and squeeze that.
I have never been a fan of the sauna (mostly because there always seems to be fat, hairy naked men in there and that really isn't my thing) but it is good if you want to cut weight.
If you have any other questions you can PM me and I will answer them as best as I can.