Yes you can run Mach3 under Windows10 (without installing the parallel port drivers).
Mach3 does not actually generate Gcode it just runs it.
CAM or CAD/CAM software is used to generate Gcode.
Yes you could transfer Gcode from one computer to another using a thumb drive.
No, it would be absolutely nothing like an external motion controller.

Hope this helps.

Tweakie.