Regular modal analysis will only give you the natural frequencies (those at which resonance may occur) and their associated mode shapes without accounting for rotation speed. A proper rotordynamics analysis would require a static step including a centrifugal load with a specific rotation speed. Then regular and complex frequency steps should follow. Based on that, you can create a Campbell diagram with natural frequency vs rotation speed (you need a few runs with different speeds) for each mode. Then you add straight lines representing natural frequencies and their intersections with the curves found in the analyses will give you critical speeds.
Check this thread too: Modal Analysis of Centrifugal Compressor Impeller
Yes, you have to place the supports where bearings are and constrain proper DOFs.