1. Why would you try moving (or) migrating external databases into a warehouse? If it is to extract and load data from individual databases into a Warehouse, then you should develop ETLs using DTS or SSIS for that.

2. It depends upon the layer. If it is a staging layer, there would be no index / constraints on the objects. Incase of a warehouse layer, this could be done using normal ETLs.

3. Denormalisation is done usually in a fact table to reduce the number of joins and try having consolidated data within a single table.