1. Does it pick up dirt?
Sure, it does.
2. How loud is it?
Not loud or noticeable, works as advertised
3. Do you have to program this yourself?
There's nothing to program. It connects to the sweeper hose. Suction propels it.
4. Does this come with hose and wall attachment?
Yes it comes with hose and wall attachment. It works really well.
5. Do the pool debris go into a bag?
No. For debris, you will need to attach a debris bag to your tubing. Also, debris like hair, pieces of string, strips of grass, palm frond pieces that fall off into your pool (not the whole huge frond, just small strips), pine needles, etc., will get wrapped around the mechanism inside and cause the unit to stop moving. You will have to clean it constantly. Small debris like small leaves or bugs will be sucked up okay.