Annotations:
http://booxusers.com/viewtopic.php?f=15&t=297
Adding notes with the keyboard: not sure.
Converting pdfs to epub: Calibre can, but if they're just scanned images (without any OCRing) then I would recommend it; even text-based ones aren't that great at being converted unless they were specifically designed for being ebooks. Have a look here for more info/tools:
https://www.mobileread.com/forums/forumdisplay.php?f=184