A bonus track has bonus songs or videos while a regular CD has your average songs.

Importing a CD means your copying it to your computer. So if you want the CD in the computer to save it in iTunes or to burn it to a blank CD then after inserting it into the CD drive you'd want to select import.

Import the files to your computer from the CD, then import them into the Windows Movie Maker Program.

Why you can't import music from a CD remains a mystery. The rest of us can. (See links below)

Yes, you can. All you have to do is load the CD into the CD tray in your computer. If iTunes is your primary music player, it will automatically ask you if you would like to import the CD. If for some reason you do not receive this dialog box, make sure there is a disc icon in your leftmost sidebar with the name of the album next to it and select it; then check the bottom right corner of the iTunes screen for an 'Import CD' button.