Hordes are basically groups of zombies that are outside your reality bubble. Without hordes on all zombies will be completely inactive outside the reality bubble. With hordes on they start wandering across the world map and will spawn zombies if they reach the reality bubble.
Technically, hordes consist of the same zombies that spawn with static spawns. So you can expect hordes of zombie kids near schools to be very big and hordes made out of wandering zombie soldiers from crash sites to be rather small. Although multiple hordes can merge together and grow very big.
Hordes are attracted to noise, IIRC the distance they react to sound at is found by the formula sound/4or5 (so if your gun makes 60 sound when you fire it, one shot will attract hordes from 12-15 overmap tiles away).
Hordes will spawn once they reach the edge of the reality bubble. Currently there are no obstacles to hinder hordes movement outside the reality bubble so they cross forests, swamps, rivers and walls outside the reality bubble just as easy as they do fields. This does unfortunately lead to silly situations like hordes spawning in your perfectly safe fire house because you left it for too long, or breaching massive fortifications outside the reality bubble as if they didn’t exist.
Only if you have Z-levels on. Even if they do hear the sound of your Jackhammer they still will not spawn underground. So even at Z -1 you will be perfectly safe from any and all hordes. At least until you go back to the surface.
No, so far only zombies gather into hordes.