The WP store is a little more relaxed than the iOS app store - but - it still doesn't have any way to sideload any apps, which means it's still up to Microsoft, a single central entity, to decide what apps you can install on your device. The same is true for any Metro apps.
No it doesn't. You have to register your phone as one of three with your developer program account which is 79$ per year. The difference to iOS is that your phone is then unlocked for every other developers app signature.
