Upon exiting the dream world, there is a 50% chance that a scene will play at the end of which Celica will receive this artifact. L. has it in the form of mystery boxes with a high price.
In general, yes. This is another element of routine in the game.
Making a small correction here, but I'm pretty sure there's an event with Elith that has to happen before Selena will potentially give you a Dark Orb after visiting the Dream World.
