Generally yes. If you're at a United hub sometimes you'll be required to board a Canada flight at "international check-in" but that's likely not the case for you.

You'll encounter some small details that you wouldn't otherwise encounter on a domestic flight - Off the top of my head:

1) They may do a passport check at the gate in Denver. If you want to avoid the line once they announce they're checking passports you can just ask at the gate - "Are you doing a passport check?" If they're doing it they'll check it and give you a big red stamp on your boarding pass.

2) During the flight they'll hand out Canadian border cards for you to fill out.

3) Duty free at DEN! Although likker's pretty cheap in Alberta already...

4) There may be some supplemental security theatre on board as you're on an 'international flight.'

Yes, they will be checked through to YYC.

Not directly, no. The airline will have sent your details on ahead to Canadian Immigration, so they'll know you're on your way, but you won't talk to anyone until you land and find yourself in the customs and immigration hall.

Don't know the answer to this one...