Good !! More sounds. more wyleu food. . . . 
Certainly.
No. You need an audio component, It makes sounds with a USB audio card but the the latency ( time between key press/MIDI signal and sound production is really too long to make the device anything more than a test exercise.
Without a declared audio component the zynthian GUI wont start ( nothing to talk to down in the guts) There is a debate running at the moment about implementing a GUI only mode but, it’s probably something that happen after one or two other issues as we get Aruk.
There’s everything and all sorts out there. My personnel favourite at the moment is the zynth bolted to a harp that we discovered in this thread
The major considerations when mounting a zynth in an alien box is how do you mount the raspberry Pi so all the bits you want to get to are accessable. The USB & PSU/hdmi & obviously on a corner but the one that most people forget is making the case so that the SSD disk is accessible for change. It, does on occasion, get trashed ( it’s very rare and happens less frequently, in that I haven’t lost one in over a month and I do a LOT of image burning). But itf you have to take a eurorack module apart to get to the SSD this can be a bit disheartening. I’ve got an old zynthian case and it’s an issue with those which is why I tend not to develop and test on that machine.
Are you thinking of USB ON The Go? USB-OTG?
Again the latency issue will not help this mode so no real effort that I know has gone in to it.
Really the truth is if you want to do a reactive software synth you will use a ‘proper’ audio implementation for both in and out. Remember from the perspective of listening to music the delay isn’t a problem it just slows stuff up a bit, but from the aspect of a musical instrument, and that’s what we believe ourselves to be, you need as instant a response as you can get.
Go for it. Once you’ve done it you will be able to answer the questions for others and there is so much more that you will find out for yourself.