It depends which model you are wanting to buy. You can always get an orange case if they don't have the orange phone itself!
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almost all modern blackberry smartphones nowadays have BBM, so it does have it, and if it doesn't come with the phone, you can download it from BlackBerry App World or from the BlackBerry official site.
No you can't. The main reason is that there is no such thing as a "Blackberry Rio". The Rio is a inexpensive phone by Orange that just happens to look like a Blackberry. Although it looks similar, it lacks most of the features and is not compatible with Blackberry's software or applications.
MY PHONE IS A ORANGE PHONE AND I DAIL 453
Yes
if it has buletooth you can of if it has a memory chip it the phone