1) Is it possible to use the PB Data Window in a .NET project (i.e. the project is in C# for example, as we use the PB Data Window as a "component" as a user control for example)?
You would need to create a "custom visual user object" in PB.Net and then use that in your VS project. I show how to do that here: http://scn.sap.com/community/developer-center/powerbuilder/blog/2013/02/20/how-to-create-visual-components-in-powerbuilder-for-visual-studio-developers
2) Is it possible to mix PB and .NET (i.e. use C# methods for event logic and custom XAML components such as ComponentOne in a PB .NET Project)?
No. You can include the XAML components in a PB.Net proejct, but the event handlers in PB.Net all use PowerScript.
3) Is it possible to use custom reporting libraries (such as MS SSRS or Crystal Reports) with PB .NET projects?
I'll have to feign ignorance on this one. I don't know how either of those two project work with regard to WPF applications or what APIs they might have available to allow you to invoke them from the application.