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No, they do not.
If, for any two points A and B in the polygon, all points with position A + kB are inside the polygon for 0 ≤ k ≤ 1, then the polygon is convex. In simple terms, if all points on the line AB lie inside the polygon, it is convex. If there is at least one point on AB that is outside the polygon then it is not a convex polygon.
No interior angle of a convex polygon can exceed 180 degrees. A non-convex polygon has at least one reflex angle (> 180 degrees). Alternatively, a polygon is convex if, given any two points on or inside the polygon, the straight line joining the two points must lie wholly on or inside the polygon. In a non-convex polygon, it is possible to find a pair of points such that the straight line joining them lies outside the polygon for at least some of its length.
No, you would need at least 4 points to create a concave polygon.
In a non-convex (or concave) polygon, at least one interior angle is a reflex angle. An alternative definition is that if you take any two points inside a conves polygon, the line joining them is wholly inside the polygon.