A:AnswerYou can (with Apple Music) download songs to the watch and connect your AirPods to it. No need to have the cellular model or your phone.
Now, if you want to stream, then you’ll need the cellular version
A:AnswerYes to both questions. It blots dry easily with a towel, or let it air dry. For extended pool swimming or repealed exposure to chemicals, I’d swap back to a sport band on the side of caution to keep the color from fading, but that’s just me.