The great thing about CCTV cameras is that they can be used without power or an internet connection. An internet connection will be necessary only when viewing the footage from afar.
Yes, they can. IP CCTV cameras record Audio differently than analogue CCTV cameras. CCTV cameras can record Audio, albeit the process differs for IP CCTV cameras and analog CCTV cameras. Direct audio input to the DVR is required for analogue cameras (digital video recorder).
When operational, CCTV cameras generate a faint signal that a bug detector can pick up. However, not all cameras will put out this kind of signal as it's totally gadget-specific.
There is an estimated 2–4 watt difference in power consumption between CCTV/IP security cameras and those with additional features like IR illumination night vision and pan–tilt.