The same way. I mean, of course being Jewish is not a nationality, but the word itself seems to behave the same way as when you say that you're Polish or Italian or Bulgarian. You cannot use any adjective in Polish then, and you also cannot use an adjective here.
But for situations where you can, like let's say "a Jewish holiday", the adjective is "żydowski": "żydowskie święto".
Yes, exactly. Well, sometimes we get confused about stuff that we know already, it happens :)
Don't you use a capital letter in Russian? I mean, "polski" is an adjective and is lowercase, but Polak as a demonym for nationality, uses a capital letter. But actually demonyms for citizens of specific cities are lowercase: warszawiak, krakowianin, etc.
But in this topic we don't talk about nationality. We talk about faith. For example, in Ukrainian the words "єврей" and "іудей" mean not the same things. The first is related to nationality and the second is related to faith. As far as I know in English we also can separate these definitions as "a Jew" and "a Jewish". What about this in Polish?
Jewish can be a nationality. The Ashkenazi Jews share a DNA pool, have distinguished ethnic features, even certain hereditary diseases, have their own culture and traditions apart from mainstream people of countries. They even have a language Yiddish, even though young people have stopped learning it and are assimilating into whatever nations they live. Other than having borders, that's a nationality.