You can find the answers to these two questions at the end of the poem -- the last two stanzas.
In the next to last stanza, the narrator tells the raven to get out -- to get off the bust and leave his rooms. The raven, of course, says "nevermore," and refuses to leave.
In the last stanza we see that the narrator is depressed. He says that his soul will never be able to escape from the shadow that the bird is casting. This is a figurative way of saying that the bird's presence is making the speaker depressed.
The first answer is more of a literal reading of the poem. Many critics do not consider the raven to be a literal bird, but rather a symbol of death, grief, loss of love, etc.
It is true that the Raven does not leave at the end of the poem. Is this likely then, to be an actual bird? I think what is really going on, is the speaker cannot get over his lost love, Lenoire. At the end of the poem, he has conjured up the courage (and anger) to scream and cast the Raven (his memory of Lenoire) out of his mind. But alas, it will not leave. He is left with more than depression. This is his final admittance of hopelessness and despair.