Lethal damage and effects that say "destroy" won't cause Darksteel Juggernaut to be put into the graveyard. However, it can be put into the graveyard for a number of other reasons. The most likely reasons are if its toughness is 0 or less or it's sacrificed.

The first ability works in all zones.

Since Darksteel Juggernaut is itself an artifact, its power and toughness will always be at least 1 while it's on the battlefield (unless a spell or ability somehow changes its card type).

If, during your declare attackers step, Darksteel Juggernaut is tapped, is affected by a spell or ability that says it can't attack, or is affected by "summoning sickness," then it doesn't attack. If there's a cost associated with having Darksteel Juggernaut attack, you aren't forced to pay that cost, so it doesn't have to attack in that case either.