If you want to assign click event handler on dataPoint level, please check this page.
2. Can I retrieve values from PHP via AJAX/websocket onto various chart values. How do I integrate CanvasJS with AJAX/websocket so that it communicates with my PHP?
Yes, You can receive values via AJAX call and update the chart dynamically. Please, refer this jsFiddle for more details.
3. Can these pie charts be animated and added effects with jQuery UI?
Changing the animation behavior is not possible, as of now.