There are two ways, as far as I'm aware.
1) In Creative mode with a Wolf spawner, create one wolf (this will be an adult by default). Right-click with the spawner on the created wolf. This will result in a baby wolf; this can be repeated as many times as desired.
2) In survival/adventure mode, find and tame two wolves. With any raw meat in your inventory, feed both wolves once; they should have hearts above their heads and they will both mate, producing one baby wolf. By default this will be your pet. I think you can create wild baby wolves by feeding wild wolves one meat/bone in quick succession, causing them to mate and have a baby.
Note: If your dogs are sitting/in stay pose, right-click with a bone to make them stand and follow. They will not breed when sitting/stationary.
You have to give it bones.
No
Not in the current Vanilla (Minecraft without Mods) Minecraft, no. But their are a few Mods out there that will make that possible.
Kill a skeleton to get bones. You can right click a wolf with bones to tame the wolf. It might take as many as three bones to work.
You can't make a collar. When you get a wolf, they automatically get a red collar. You don't need to make a collar.
You have to give it bones.
No
Not in the current Vanilla (Minecraft without Mods) Minecraft, no. But their are a few Mods out there that will make that possible.
Yes, you can either breed two tamed wolves like you do on survival, or you can simply right-click on a wolf with a wolf spawner egg.
Kill a skeleton to get bones. You can right click a wolf with bones to tame the wolf. It might take as many as three bones to work.
You can't make a collar. When you get a wolf, they automatically get a red collar. You don't need to make a collar.
first, tame the wolf with bones. then it will follow you. right clicking it will make it sit and it will stop following you. right click it again to make it follow you.
No, not at the moment. There are probably mods for it though. You can just make the wolves sit in your house.
wolf collars cannot be dyed
The only way you can disown a wolf is to kill it.
As of now, you can not tell if a wolf in Minecraft is a girl or a boy. There are some texture packs that do make wolves look like girls or boys though.
A baby wolf is called either a wolf cub or a wolf pup