1) Kind of. You can put a model into a level, but you'll need a script/action to make it move on it's own.
2) You don't have to. You can write a script so that it just randomly walks around. You can use paths to have your model follow a specific path, or you can create a path and use it's waypoints as positions it can randomly walk to. Of course, if you do the latter, you'll need pathfinding if there'll be objects in the way of two waypoints.
3) Yes, but you'll have to write the script for that.
Hopefully this has helped,
FixxeR