What is better to install and try out the Cosmic Desktop ?
Just install and “my” account or create a new user account and install the Cosmic Desktop under this account ?
Installs are globally, so it will be installed for any user.
Just run sudo pacman -S cosmic-session and then logout and login into cosmic 
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ok, and to uninstall it completely again sudo pacman -Rns cosmic-session ?
Yes, correct.