Yes, but don't. It's like trying to build a skyscraper in your backyard. You can, but it'll probably end up as a fire hazard and a mess.
They're like super-powered, hyper-intelligent, reality-bending AI entities that can do your bidding. But don't be fooled, they require a lot of maintenance and will likely drive you insane.
Uh, no. That's a bit of a stretch. Unless you're into, say, robotic overlords or self-sustaining AI singularity, in which case, go ahead and train your heart out.
Can I train my own model? How does it work?