1.) Yes, there is a difference, the first if a normal if statement inside of the closure you pass to the for-comprehension. The second is an actual guard. It will actually call withFilter on the range, before calling foreach. So the translation of the two things will look like this:
0.to(10).foreach(i => if(i % 2 == 0) println(i) )
0.to(10).withFilter(x => x % 2 == 0).foreach(i => println(i))
To add a little more context, calling withFilter or even just filter instead of using a normal if statement has some benefits. In a for comprehension, you can have nested calls to map, flatmap, filter, collect etc. so if you add guards, you can prevent a lot af calls from actually happening. For example:
for {
  x <- 0 until 10
  y <- 10 until 20
} {
  if(x % 2 == 0) println(x*y)
}
would call the actual closure 100 times
for {
  x <- 0 until 10
  if x % 2 == 0
  y <- 10 until 20
} println(x*y)
this will only call it 50 times, while the result stays the same.
2.)
=> separates the argument list of a function/closure from the body.
This case e: NumberFormatException => None is a part of a partial function. Here the => separates the "argument" e from the body None.
In a type signature like in someFunction(i: (A) => Int) it implies that i is of the type Function1[A,Int], read "function from A to Int".