1 - Yes. Look for a SCSI CD drive on ebay. A year or two back there were tons of them, I got one for $2.99 that I still use today on one of my systems. Search for old Mac drives, or other systems that had SCSI interfaces as standard. Your mileage may vary. Also be prepared to learn about SCSI termination. For starters (assuming you have a hard drive as well) you'll probably want to do something like this:
GVP card ==> Internal hard drive ==> CD drive ==> termination. You might be able to get away with just a termination jumper on the CD drive. Or you might need a "real" one. I'd try that sequence first.
You should update this card to it's latest ROM's. Either 4.15 or a Guru ROM, if you can find one.
2 - According to this site:
http://amiga.resource.cx/exp/a3001 the optional IDE controller doesn't support drives with more than 1024 cylinders. This might be useless with a modern CF adapter and card of any reasonable size. You can look for a SCSI-to-IDE bridge to add a CF, or one of the Kipper2K adapters, or a SCSI card reader, etc. Good news is, there's lots of other ways of adding a CF.
3 - Once you add the CD drive, just burn your files to a CD and read them back on the Amiga. Easy-peasy. This is what I did before I added other methods to my system (like USB and a FAT-formatted SD card, etc.). You can also rig up a variety of serial & parallel links, assuming you have an older-ish PC that still has either a serial or parallel port.
A2000's are great, loads of options, I love mine! (see sig, I built it up to this from scratch) Have fun!