Before prescribing PEP a healthcare worker will need to understand the risks that you were exposed to. They need to make sure that there's a real risk of HIV transmission. There are only certain ways that HIV can be passed on, so if these don't apply to you, you won't need to take PEP.
They'll ask what kind of activity took place. If you've had unprotected sex, they might want to know what type (vaginal, anal or oral) and whether you know the other person's HIV status. Their questions aren't designed to make you feel embarrassed and you shouldn't feel that the person is judging you, they are just trying to find the right health care for you.  

Yes, it's recommended that you keep using condoms while taking PEP. This is because PEP may not work as well if you are exposed to HIV again while taking the treatment. Unfortunately, PEP isn't 100% effective. Even if you take PEP, there is still a chance that it may not work. Using condoms while taking PEP will mean that you avoid passing HIV on to your partners.
PEP also doesn't prevent pregnancy or other STIs, so it's a good idea to keep using condoms.

Although there isn't a limit on the number of times that you can take PEP, it's not designed for ongoing, regular protection. If you find you often need to take PEP, you might want to talk to a healthcare worker about other ways you can avoid getting HIV. PrEP can offer lasting protection from HIV and is a much more reliable way of preventing infection than PEP.