Yes, you can create an online account on Garmin's site and it will upload everything. It is more accurate if you use the chest strap since your calorie burn is associated with your heart rate. My 110 has a question pop-up that asks me "use indoors?" You can select yes if your inside on the treadmill or select no if you are outside and need the satellites.
yes, if you wear a heart monitor. When you normally press the button to set satellites, you press twice and it asks if you want to use indoors. After you hit yes, you just use the timer as normal and when you are done it will tell you how many calories were burned. I love it!
The forerunner 110 is only for outdoor exercise with the GPS. You would need the Forerunner 210 or a different model if you want to use it indoors... As far as calories, I am not sure since I have not use my Garmin indoors.