Yes, the five points marked with the triangular downward symbol are all "ground" and you are correct to join four of them up. You missed one (on the right), perhaps on purpose.
Rlo and Rhi are specific to this kind of chip it seems, they seem to stand for "reference high" and "reference low" and can be used to set the brightness of the LEDs.
If you look at the block diagram on the datasheet they are the "HI" and "LO" points of the internal resistor chain on the comparators. It would be usual to connect RLO to ground and RHI to REF OUT with a resistor from REF OUT to ground which will determine the voltage out of the comparators and hence the LED brightness.
Not really. RHI and RLO are indeed the ends of the voltage divider chain that sets the voltage on the reference side of each comparator. However, the LED brightness is approximately ten times the current out of REF OUT. The votage divider chain contributes to this current if REF HI is connected to REF OUT (as it will be in almost all applications), but, since its total resistance is typically 28kΩ, its contribution to the total current from REF OUT is nearly insignificant. The current drawn by R1 + R2, plus that of any additional resistive load on REF OUT, will primarily determine the LED current.