1) Do I need to enter US immigration?
Answer: Yes. When you get your chance tell Officer that you are here for Flag polling, and they will give you administrative refusal letter.
2) Would the rejection from USA effects our future applications to USA (like Visitors visa etc.)
Answer: No it wont. It is a administrative refusal not Visa rejection
3) What are the documents to carry?
Answer:PP, COPR, old permits etc.
4) Is Flagpoling legal from Canada and USA standpoint?
Answer: Yes.
5) Will there be any interview at USA / Canada immigrations?
Answer: No there wont be.