Most countries have their own law about paying taxes on casino winnings. If you are not sure of percentage or limits on tax deduction on winnings, please ask your local tax authorities.
If you want more control over how much you play for, it might be a good idea to invest in a Paysafecard. This is a prepaid visa card where you choose how much you want to refill. Otherwise, Skrill and Neteller offer fast and secure solutions without being directly linked to your bank account.
Yes, there are usually limits to how much you can withdraw, Especially if there are bonuses with no deposit you have won. Otherwise, they can operate with both daily, weekly, and monthly withdrawal limits.
The only good advice is to try to endure as long as possible on slot machines. Set a reasonable budget per spin and don't blow everything on 5- 10 spins. The big rewards are usually in the bonus features, and they usually take some time to trigger.