1. yes. It's exactly the same way as calling the MFC dll. Include the qt headers needed, link with the import libraray (qt-xxx.lib), and when running the program make sure it can find the qt-xxx.dll. Enough docs at trolltech.com
2. not that easy, imho Qt's internals are quite messy. But again, exactly the same as with the MFC dll: fire up the debugger, make sure it can find the qt-xxx.pdb symbol file, and you can just jump into functions like you always do.
3. quite, there's a plugin (QVsIntegration if i remember) that takes care of creating custom build steps etc for all Qt files.