Wow, Ji-L87 do you even own an FX?
The video output is NTSC (S-video or composite RCA), so if you're using a PAL TV, the same considerations for any other non-HD Japanese/American console apply. There are external converters out there, and I understand there are some PAL TV's that will accept an NTSC signal. I'm not an expert on any of this, so you better google about it.
Power supply is internal, so you can't do an AC adapter replacement. You'll need a converter for the voltage and outlet shape.
Save is internal. Same type of system as turbo/PCE. There is also an external memory card if you need more space/want to transfer files to another system.