1. what sessions are compulsory?
2. are you meant to go all week?
3. etc
None of it is compulsory, and you don't need to attend a minute of it.
O-Week is a program that's intended to assimilate you into university in a class-free, engaging and helpful environment. Once uni starts, you're back to being on you own.
Depending on your own predispositions, you can get a lot out of O-Week, with the two biggest positive outcomes in my opinion being that you get to make friends and learn your way around the uni.
However, that said, if I had another chance, I wouldn't have attended O-Week for more than maybe a day. What took quite a while was pretty pointless.
All that you should REALLY do on O-Week in my opinion is just find out (and I truly mean walk right up to) the places where your individual classes are gonna be held. Learn them like the back of your hand, because that's probably the most helpful thing about O-Week; you get a vague sense of where everything is. The more specifically you learn how to get to where you need to be during O-Week, the better. And make some friends along the way.
But no, none of it is compulsory - it's just that you can get something out of it.