Nope, you can connect using UDP or TCP/IP as well. Check the docs.
You could, see above.
There's also the local cloud, see here, here, and here.
No reason why you shouldn't be able to do that. Don't even think you need the Pi.
Nope, you can compile locally as well: https://github.com/spark/firmware/blob/develop/docs/gettingstarted.md
There's even a (community made) installer for the toolchain for windows: Toolchain for Windows Installer
No, see above. Local compile is available if you want to, and there's an 'offline' IDE as well over here.