Why does a group action on a scheme induce a group action on cohomology? This is probably totally obvious but I have no clue how this is done: Say you have an endomorphism $f:X \rightarrow X$ of schemes. Why (if true, perhaps some additional assumptions are necessary!) do you get for a Zariski/étale/l-adic sheaf $\mathcal{F}$ on $X$ an induced endomorphism on the corresponding cohomology? How is this constructed? Are there conditions, when the induced morphism is an isomorphism (I'm having a Frobenius in mind)?
Perhaps the above is too general, so my real question is: Why does a group/monoid action on the Deligne-Lusztig variety induce a group/monoid action on the l-adic cohomology (with compact support) of this variety? In every book I looked at this is just mentioned but not explained.
 A: If a (say constant) group $G$ acts on a scheme $X$, you may want to consider the notion of a $G$-sheaf : a sheaf $\mathcal F$ endowed with isomorphisms $\lambda_g: g^* \mathcal F\simeq \mathcal F$, for $g\in G$ satisfying the usual cocycle conditions. Then by functoriality of cohomology for $g:X\to X$ you get an isomorphism $H^i(X, \mathcal F) \to H^i(X, g^*\mathcal F)$ that you can compose with the morphism induced by $\lambda_g$, that is $H^i(X, g^* \mathcal F)\simeq H^i(X,\mathcal F)$. Thus you get for each $g\in G$ an automorphism of $H^i(X, \mathcal F)$ and it is easy to check that this gives an action of $G$ on this cohomology group.
A probably better way to see this is to use functoriality of $G$-sheaves : the global section functor goes from $G$-sheaves of abelian groups to abelian groups endowed with an action of $G$. Since the abelian category of $G$-sheaves has enough injectives (a classical fact, you can find it in Grothendieck's famous Tohoku paper) you can derive it. You get cohomology groups naturally endowed with an action of $G$. Once you apply the forgetful functor, you recover the usual cohomology groups (this is easy to see directly, or you can use Grothendieck's theorem on derivation of a composition of functors, the only point is that the forgetful functor is acyclic). 
There is a natural generalization to action of non constant groups, and also to action of monoids.
I think you can apply this in your situation, since the $l$-adic sheaf defining $l$-adic cohomology is naturally endowed with the structure of a $G$-sheaf (the sheaf $\mathbb Z/l^k\mathbb Z$, as any constant sheaf, has a canonical structure of $G$-sheaf).
