Your first few questions can be answered in the
descriptions here.
Kindle presents itself as a flash drive, so you just drag and drop the files onto it. Calibre works quite well with the Kindle. You can convert the epub to mobi (assuming DRM is stripped) and it will work fin on Kindle.
You can do some things on Kindle without linking an account, but if you want to buy books and browse the web, you will have to link an account. I'm not sure about linking a credit card.
As for the question about Canada, I have no idea, since I live in the US. People say they have no problems purchasing a Kindle from Amazon.com in Canada, however.