What does Magic Damage mean?
I keep seeing on on my weapon stats.
Magic damage is the amount of magic damage you deal with that weapon. This comes in handy against enemies with a high melee or ranged resistance but not magical.
How do you duel wield.
I don't see any option in the menu about it.
Place a one handed weapon in your main weapon slot and another one handed weapon in your shield slot.
You can put points into dual wielding to allieviate the penalty for dual wielding via the skills page.