If I have the development kit can I download custom code to an Digi Connect Wi-ME DC-WME-01T-S that came with Plug-and-Play Firmware??
No, -C and -S modules (and their corresponding firmware builds for the dev kit or plug and play firmware) are not compatible. If you want to test the plug and play firmware, you need to get a -S module (which will run on the same development board though).
it is possible to connect wi-me to an Ad-Hoc network instead of an access point ???
Yes, see the appropriate documenation (users guide or API reference) for each kit.