Slitherine

there is no PP value for Trento on the map (when you press the space bar). Even if it is 0, it should say so, right?

It only says zero if the city had PP income but lost it due to combat. Cities and fortresses which never had PP output show nothing.

OK, who wasn't paying attention in class?

When I captured it playing as the Entente, I did get a box announcing its liberation. I didn't notice if it boosted my national morale. Does it?

It should, but I don't think the change is visible until the next turn. Effect for this event is also fairly small IIRC.