You can, just not if it's locked to a specific carrier.
Carriers often do that to prevent people from rooting their phone or removing Carrier identification to resell the phone.
Stupid design either way
It does stop bots, but only extremely simple bots that for instance scrape data. That's mostly it though, more sophisticated bots can easily beat Captchas
Should work out of the box, if you want a better experience I would definitely recommend an AMD gpu. Nvidia drivers are a huge mess on Linux since Nvidia actively refuses to support Linux
Unfortunately the HDR implementation in Windows also isn't flawless and has some big issues.