From high resolution resin printer to Prusa FDM  

I know, for example, not to print anything smaller than a 0.4 mm diameter part.

With a standard 0.4mm nozzle the default extrusion width is 0.45mm.  Smaller nozzles are available.

Should I let PrusaSlicer add the supports, or should I build them in CAD?

PrusaSlicer does a good job but tailored supports in CAD will always be better.

What's the smallest diameter I can print?

There are lots of tricks to enable special case fine printing, see: https://www.printables.com/model/119009-the-hairy-lion

but as a general rule two extrusion widths less a little squish is the minimum except in vase mode which only applies to a restricted class of models.

Can I print, for example, a solid 1 mm cylinder totally in the Z direction, say, 25 mm high?

You are pushing limits here - the answer is yes - but you will do best to experiment with a range of diameters to find the nearest that works and you will find that different filaments have different limits - even different pigments may affect results.  If at all possible lay such parts on the print bed and print horizontally.

Later you may experiment with custom extrusion settings but get a few months experience first...

Cheerio,

RE: From high resolution resin printer to Prusa FDM

Wow!   What a wonderful answer!   Thank you.

Of now I have to attempt a Hairy Lion.  🙂

RE: From high resolution resin printer to Prusa FDM

I know this will read like a typical RTFM but I'd really recommend https://help.prusa3d.com/tag/mk3s Handbook and sections:
7.2.10 Print speed versus print quality
7.3.1 Different Nozzles
10.3.3 Thin walls and minimum feature size
10.3.5 Tolerances
11.2.1 Printing with support material

OK, but anything more practical? See torture tests for what is possible - especially makes/commnets sections, but make sure to read what people used (priter/setting/filaments etc)
https://www.printables.com/model/61996-nano-all-in-one-3d-printer-test/comments
https://www.printables.com/model/112181-complete-3d-printer-test-all-in-one-stress-test-be/comments
https://www.printables.com/model/60985-the-torture-toaster/comments

You can print those (I recommend the first one) to see how it goes and tune it if required.