I have been told to cut the antler to the size needed for the grip, and boil them to make them soft and just shove the blade tang into it.
1st, is this the right or even the best method?
Never heard of that one before. I vote for drilling a hole the depth of the tang (not all the way through), and after dry-fitting it and making sure everything's fitting precisely the way you want it, epoxying it in place.

2nd, Should there be soemthing between the antler and the blade like a bit of metal or smething?
If you'd like, but not necessarily. A disc of something dark and contrasting, like ebony, worked down flush with the antler might be nice. Perhaps a band of brass or silver if you can silver solder.

Oh yes, and any suggestions or sources for making/getting sheaths?
A scabbard can be made of two pieces of wood, like boxwood; the two surfaces (mirror images) carved out to take the blade, then epoxied together. A sheath can be sewn by hand from leather; for such a small project, perhaps from a purse from a thrift store.