First, try to ask one question at a time. Sometimes it takes a while just to ask one question :)
Kindle has an option for lending the ebook to another user. You can lend the ebook exactly once for a two week period. (I don't know if you can borrow the same ebook 2 times).
Ebooks are uploaded as a proprietary file format called .mobi . There are ways to convert from MS Word to .mobi (or epub to .mobi) but PDF to .mobi doesn't work that well.
Publishers and authors can choose to upload their ebook in encrypted or unencrypted form. If it's in unencrypted format, it is possible for you to connect your device to a laptop via usb and to copy the .mobi file to another device.
My guess is about 70% of ebooks sold on Amazon are in encrypted form (so you cannot copy it). But there are tools to break through the Kindle encryption -- not legal, and might not work well, but they do exist.
The more basic question is whether it is convenient to copy an unauthorized copy. If the ebook already costs less than $5, most people would rather pay. Ultimately it is impossible to protect any ebook from copyright, but keeping the price cheap gives an incentive for the consumer to obey the law and support the author.