1:
First, take the Zorro tutorial:
https://zorro-project.com/manual/en/tutorial_var.htm
And then refer to this conversion guide:
https://zorro-project.com/manual/en/conversion.htm

2:
You will need marketVol. If you took the tutorial above, you'll know how to use it:
https://zorro-project.com/manual/en/price.htm

3:
Yes, but that will take some software engineering. Sierra Chart's DTC server does not support the output of indicators on its charts, so you'd have to make a highly customized interprocess communication ACSIL study.