No. It does not have remote control.
Yes, you will get a pair of normal earbuds and a pair of swimming earbuds.
Connect the USB cable (supplied) to the USB cradle (supplied). Then, attach the Walkman to the USB cradle.
Make sure to connect the terminals ( 1 and 2 ).
Yes, Sony NS-WS623 does have NFC connectivity option.
Yes, you can connect it with phone and talk and can use as a normal Bluetooth headset.