Short answers, pulled from the story.
Sunderland won the 1895 World Championship, defeating Heart of Midlothian 5-3 at Tynecastle Park on the 27th of April 1895. Sunderland were the English Football League First Division champions, while Heart of Midlothian were the Scottish Division One champions.
The 1895 World Championship match was played at Tynecastle Park, the home ground of Heart of Midlothian in Edinburgh.
Mine owner Samuel Tyzack and shipbuilder Robert Turnbull co-funded the Sunderland side. Tyzack was known to disguise himself as a priest while scouting for Scottish players, because Sunderland's recruitment policy in Scotland provoked strong opposition from Scottish fans.
All eleven Sunderland players in the 1895 World Championship were Scottish because the club actively recruited Scottish footballers who moved to England to play professionally. These players were nicknamed the Scotch Professors.
No. The 1895 World Championship was not the first such match, but it was the first ever played between the champions of two different leagues. Earlier World Championship matches had involved cup winners before the major leagues existed, with Aston Villa and Renton among previous winners.
No. The 1895 World Championship was the only international competition Sunderland ever won. They entered the British League Cup in 1902 and the Empire Exhibition Trophy in 1938, but exited early in both.