Just a guess but I'd say bring it. Since the idea seems to be to get you comfortable with your machine, software and settings, they'll probably want to see what you're working with.
Up to you. If you don't bring your MacBook Pro, they'll provide you with one. If it's something you're learning such as an app, I don't see why you would you bring your own vs. if you were learning to customize the OS where you would want the changes to be made on your computer.