You can use miles accrued in any frequent flyer account for tickets on any carrier within their alliance. You can credit miles earned on any carrier within the alliance to the airline of your choice (if you fly on Lufthansa, you could credit miles earned to United or US Airways, but with foreign airlines, be careful because the cheapest fare might only earn 1 mile for every 2 traveled). But you cannot transfer miles between carriers without losing 90% of their value. Frequent flier programs are designed to promote loyalty.

To book using US Airways miles, you can use their website (which only shows US Airways flights) or call their reservation agents to book flights on other Star Alliance carriers (it helps to search the United site to see what is available, then call).

Yes, US Airways miles are a little harder to use than United. If you wanted United miles, you should have applied for the Sapphire Preferred or Ink Bold instead of the SPG card. SPG is still a valuable currency to have for hotel stays, and it helps to have hotel points in more than one hotel chain, as it gives you more flexibility in finding free hotels in the country you want to visit. SPG has some great values in cash and points redemptions for hotel nighs as well.