Yes, You shall receive USB Cable for the same as part of the standard packaging.
None of the users have reported any heating problem about Sony MBH20.
Just about 8 grams.
No. Sony MBH20 do not have volume control button. You cannot increase or decrease call volume but you can use your mobile phone's call volume control button for the same.
Sony MBH20 has average talk time of up to 8 hours. So, you can use it for almost 2 days talk time.