In Heartgold, after you get the National Pokedex and receive a Kanto starter and a Hoenn starter, talk to Mr. Pokemon. He will give you the Blue Orb. With the Blue Orb, you must go to te embedded tower, where you will find Kyogre waiting to battle you at level 50.
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Kyogre only appears in HeartGold. In order to get a Kyogre, you must trade one from HeartGold. The Blue Orb is a nice thing to have, but it only works in HeartGold.
Yes
You can't. You must trade Kyogre over from Heartgold.
Groudon is unavailable in heartgold. You can only catch Kyogre. If you want groudon, you will have to trade from heartgold, or migrate from another game.
No you do not need to catch Kyogre. You can get a Hoenn starter from a guy named Steven in Kanto.