I believe someone has used a two wire buzzer. I did do some testing with one, but had to use it for another project and had a three wire laying around, and used it.

Those files are part of the standard arduino library.

Volume is only limited by the arduino itself. If you add something to amplify it, it can go as loud as you want.

Yes you could set this up to work on a door. Once you turn it on and set it against anything, as soon as movement is detected, it will alarm.