Can a person on Twitter receive an @ message if I don’t follow them and that person doesn’t follow me?
sure, as long as you don't mind it not being a private message.
Yes, but your @ reply can be seen by anyone who follows you if your profile is private, or by everyone if your profile is public. The only way to send a private message to someone is if you send them a direct message, but they have to follow you back for that.
Yes they can.