Drag one of the animated textures into Blender and plug the Image Texture node into Emission, Alpha, Displacement etc. or any other channel that supports .mp4 and/or Color data.

Yes! The animated textures are high quality .mp4 files. You can use them in any software that supports .mp4.

Basically, yes! While every texture was made to be a seamless loop, some techniques that are used (like smoke simulations or randomized glitching) are quite difficult to loop truly seamlessly. In those cases the loop has been achieved in post production or through precise keyframing and the seam is in most cases near impossible to spot.