Wow, for a guy who missed an entire season you somehow have learned pretty much everything important that happened. Heck, I've watched almost every darn episode and even I hadn't heard about the 6th winged species. (BTW, that's how I understand the Xindi: they are not related races, but rather independent species that evolved to sentience on the same planet and formed a joint civilization after centuries of conflict.)
The "Delphic Expanse" is a large stellar region full of bizarre gravametric anomolies that twist space and bend the rules of normal physics. The only way to survive in the Expanse is to coat your vessel with a local compound called Trillium, which is toxic to Vulcans (hence T'Pol's extreme reactions). While searching the Expanse for the mysterious Xindi, Enterprise encountered a series of gigantic metallic sphereoid structures. One they found was damaged, allowing them to break-in and study it. As they encountered more and more spheres, Enterprise crew came to realize that it was the spheres which were causing and expanding the Expanse. Recently, they learned from their Xindi ally that there are an even greater number of spheres than they had previously suspected. Unless the spheres are somehow stopped, they will transform the Expanse into an other-dimensional region unhabitable by our dimension's lifeforms.
We have only seen the sphere-builders very recently. One of them spoke before the Xindi council via a hologram. Previously, when they spoke to the Xindi council we pretty much only heard their voice.
Yes, we saw the Aquatic Xindi several times before. First time was in the Xindi council--they were the manatee-like creature behind the glass. Recently, when Archer was captured by the Xindi he was held aboard an Aquatic ship (hence why he was trapped in an aquarium-like cell).
The underwater city was a Xindi city. It would only make sense that it was an Aquatic city, though I don't think that was specifically stated. Enterprise wanted to attack it because they thought the WMD was being researched there.
Scottomir's LOTR Game Resources:
http://www.geocities.com/scott_metz/