To your 1st question, before you even touch the bag, stare to
owner of the bag straight in the eyes. If he's carry a bomb, he'll
show some form of body language. However, if the owner is damn
cool, study the openings of the bag closely. If its set up by a
pro, the opening device of the bag would most likely be trapped for
anti-temperring. If the bag is opened safely, heres a note to take,
explosive device are not small objects unless its a dirty-bomb or
chemical agent. So be slow & careful how you go about
searching. 
Currently, Al Qaeda's OP is to strike at central city area where
there are many people around. They also like the ideal of using
public transport from airplanes, trains to any vehicle that carrys
a large number of the public. There was a suicide bombing sometime
back which involve a public bus in Israel.
For your 2nd question, take note as much detail of whatever the
suspicious event maybe. Every detail no matter how small can help
investigators. but do take note of your own personal safety 1st.
Don't be a hero.
Your final question, call the police, let them call whoever else
that needs to be called. 
