hi Furlan,
Welcome to our forum.
Answering your questions: you need to apply for the 4th semester because if you choose professional practice it will take place in any European company, and this placement you need to find yourself. It is very much the same as apply for job and gives you valuable experience for the future. Of course, if somebody has troubbles finding placement in the company, course coordinators can suggest something.
In fact, your visa situation depends on your nationality. But for most of the non-europeans it is necessary to apply visa each time to move to another uni. You simply will not be able to register without a proper students visa for 6 months. Although with your Spanish visa you can travel throughout Europe (Schengen country only) as a tourist. Hungary and UK are not in Schengen, while Germany, Spain and France are.