a) To what I know boundary makes no sense in open sets. Does it make any sense to talk about the boundary of $\mathbb{R}^4$? In physics they consider it when discussing wether the universe has a boundary.
b) How can I calculate the fundamental group of $\mathbb{R}^4/\mathbb{R}^2$? I know the rule for product spaces but I have no idea for this case!
There's another definition of boundary for maniforld, which are spaces where every point has a neighborhood homeomorphic to $\mathbb R^n$ or $\mathbb R_+^n$, for a fixed $n$. The boundary of a manifold is the set of points with neighborhood homeomorphic to $\mathbb R_+^n$, and indeed for $\mathbb R^n$, there is no boundary.