Every single Kindle supports sideloading books via USB, or even, you can send non-legally obtained books OTA via the Amazon email on your kindle (yes, if you have a Amazon account you can have your device Linked to an @kindle.com mail address).
But, be worry about some issues. Be sideloading or emailing, Kindle devices natively don't support ePub books. So, if you sideload via USB you WILL need to convert the books to some format like .mobi or .azw3 to be able to read it on the Kindle.
On the other side, if you email the files, Amazon servers do the converting for you, so you can easily send epub files and the Kindle servers adjust the ebook, you just need to have your Kindle connected to WiFi.
Because it's not a subscription i guess. Sync Ultra is the subscription, ad-free sync is just a Single In-app buy to not have ads in the app.
The difference between no-ads and Ultra is some online perks related to the use of the client.