Hey Lal-O,
there is no magic checkbox inside Indigo atm to enable Photon mapping! So you havn't missed anything yet

Afaik its a feature still in development that hasn't been released yet.
For Pool Caustics you will not be able to get anything out of GPU rendering and pure PathTracing! You need to use CPU based BiDir or even MLT for this. Sometimes it could be a option to do a full GPU render and at the same time a region render of the pool only with CPU and compose both in the end.
Yes SS2 is SuperSampling @ 2. For denoising you NEED the optimize for denoising checkbox being enabled! There are just rare cases where it is helpfull not to do so...
Denoising is no magic that makes a great picture after 2min of rendering... the results are better the longer you render.
Imagine a 75% done render, where denoising can save you the last 25% with a click, but not the other way around.