Hi,
For 1 and 3 you can use repeater/datalist with custom SQL queries - so you can build custom query and get data from custom database. However in 2 if you want to use built-in comments and rating modules, you have to create documents in the content tree for each item - in other words it is like import all the movies into Kentico
CMS and create document for each.
Otherwise, you need to create fully custom module which will store the comment and rating in some DB table related to the movies database.
Best regards,
Juraj Ondrus