the library needs to find the gurobi shared library before you can create the solver. You can set GUROBI_HOME to help.
you can have callbacks, but only in c++. Look for or-tools/linear_solver/linear_solver.h. Search for callbacks.
Gurobi is solving the global optimisation problem. This involves (i) locating the global solution, and (ii) proving that it is the global solution.
Step (i) is typically the easiest by far. By providing the solution you are helping the solver fathom more nodes from the beginning, but that's about it. It still needs to prove global optimality, which is the ...
I am not aware of anything in the Coin-OR or AMPL ecosystem that does that as i am not familiar with those ecosystems. However one can convince the open source modeling language JuMP to do what you want with a few lines of Julia.
I assume you have a Julia installed and JuMP installed into your working (or global) environment.
Let's first create a model: