You can, but it can be a bit confusing. If you have too many bags or are pressed for time, just take the free shuttle.
Yes there is a covered walkway/sky bridge. Very convenient for terminal C (jet blue).
Yes. It takes about 10-15 minutes depending on which terminal you are going to. If it is super cold or hot, it is not terribly fun to walk though.
Go up to the 1st floor by escalator, walk to the end, you will see the access to the sky bridge.
Thanks! Your answer is awaiting moderation.