Hi,
a. Yes, i think its possible by using proper connections/interface between non sap and sap.
b. UDconnect or DBConnect
d.No, think so
4. with BI but am not familiar with PI.
About DB Connect/udconenct, please search on Google you may get very useful blogs/docs.
Use search term "SAP BW 7.3: How to extract data from SQL Server using DB Connect"
Thanks