no, the paintball gun is dangerous and is not allowed in some places.
if you are asking about some back woods then the answer is yes, its gennerally just fine, if the property belongs to someone ok it with them first, if it is city property it is gennerally a good idea to contact your local police first and ok it with them, in a public place is never a good idea (parks, walking trails etc) just make sure the general public is well out of range and you should be fine
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not really. you cant really play Paintball without a marker. some places allow slingshots or Airow gun bows, and i guess you could throw paint if it was good enough quality.
I guess you could play with grenades only, but that would be unfeasibly expensive.