East Rock is a little ways away - many people bike to school - but after 6pm there is a shuttle from the law school that will take you to your door for free, which comes in handy. Wooster Square is a shorter walk (but still a ways), and the downtown area is close, if you're looking for a shorter commute.
Absolutely. Not far from campus, you'll find Elm City Co-op, which is a good, but sometimes pricey grocery store (kind of like Whole Foods). There are also several farmers markets throughout the city, almost one a day depending on where you are. The cheapest place to shop will be the Stop and Shop, although you'll probably want a bus or car, depending on where you are staying. I lived just off campus, and I mostly cooked at home while I was there. The meal plans are an absurd amount of money.