Don't even attempt the Chinese. In the past, when I worked on projects that required Chinese typesetting, I found that local Chinese-language newspapers were an excellent (and reasonably priced) resource. Montréal is bound to have at least one such paper.

That's a good idea. Comparing different Chinese-language newspapers might help me find out some "rules".

Anything about Russian ?
All I have is two articles on Wikipedia
Russian Orthography
Russian Language - Alphabet

>> Should I use Cyrillic characters for Russian ?
Sure.
>> Are there a lot of typefaces available in Roman/Russian
Check out here www.paratype.com
>> punctuation in Russian ? Same as in English ?
No, it's a bit different.
You can look at russian newspaper here http://izvestia.ru/pdf/

cedilla

Russian punctuation closer to French rules.
For example, quotes like this: «».

There are of course some Open Type fonts with Cyrillic glyphs, so you could set at least the English, French and Russian with the same font. Hopefully you can get a native speaker to proof read the finished lay out.

Are there any known Chinese variation of nice Roman + Cyrillic typefaces ? Or do type designers and/or foundries never really create the asian version of their fonts ?

Oh! It would be nice to be able to browse through the FontShop library using language categories!

"I have to design a fashion catalog in 4 different languages "

sorry? all in one layout, or in 4 localized layouts?

(Sorry for the delay)
Four in one layout. I don't have that much text, but it's still pretty crazy!

Are they mixed in composition or are seperate blocks of text imagined in sequence?

www.how-to-learn-any-language.com

for information on resources for Chinese and Russian.

Maybe you could also contact Sinoquebec Newspaper (http://www.sinoquebec.com/sinoquebecmedia/sinoquebecnewspaper_e.htm) to see about Chinese typesetting. Anyway you can surely find someone to inform you about it in Montreal's Chinese community.