If I get out of the car with the engine running, it gives a long, loud squeal, but keeps running. And when I get back and open the door, it keeps running. Except for the squeal, pretty much what you would expect.
If the engine is not running and you remote start it, (whether or not you are in the car), the next time the driver's door is opened the engine will stop running. After that it is no different from any other time you start the car.
As far as the settings when remote started, I can only think of one that is different from a normal start and that is, in the time you selected (up to 15 minutes), it will automatically stop running. But climate control, entertainment system, wipers, lights, nav system, etc., all behave like you started it with the start button in the car.