Think you are missing a reference to MS Exchange assembly Microsoft.Exchange.WebServices.dll
or the using statement using Microsoft.Exchange.WebServices.Data;
For (3)
you will need to declare and initialise the service object as shown in the linked question.
ExchangeService service = new ExchangeService(ExchangeVersion.Exchange2010);
Note : You can get the assemblies from Microsoft Exchange Web Services Managed API 2.0
and MSDN docs to get started + Code samples