Dependence is stricter than correlation: the population violates probabilistic independence. Correlation can help guide statisticians to finding a dependence between variables, because correlation measures how close or how far a sample is to independence. But this gives rise to the "Correlation does not imply causation" adage.
Not really. Zero correlation does not necessarily imply independence. From the example on this resource[1]:
Let X be a normally distributed random variable with zero mean, and say Y = X^2. Clearly they are not independent.
Covariance, which is needed for (pearson) correlation coefficient, can be calculated to be 0:
Cov(X, Y) = E(XY) - E(X)E(Y)
= E(X^3) - 0 (Since E(X) = mean(X) = 0)
= 0 (Since X is centered at 0)