You can do a whole lot of things with Carloop, and that is the power of it. However, to get access to that power, you will have to write some firmware (aka a sketch or code) to do it all. Yes, you can use Carloop to read any data on the CANbus. You can also do any actions that involve sending a message onto the CANbus. The most common action is to send a request for the OBDII PIDs (the car diagnostic information), and then read that data from the bus. With Carloop, you design what message gets sent onto the bus.
You are correct, the firmware (aka the code or sketch) is running on the device. To flash the firmware onto the device, you have options. One way is over USB serial from a computer. You can also do it OTA (over the air) which is WiFi for a Photon or a cellular network for an Electron. Check out particle.io for more information. In the case of the RedBear Duo, it does both WiFi and BLE, but I am not sure if you can flash over BLE. Again, check out redbearlab.com for more information.
Whether you need a connection while your code runs is another question. If you store all the data on the device or send it by serial or USB serial, then you do not need a connection. If you want it to communicate with another device, then you do need a connection to that device or the internet, depending on your need.
As for doing specific things with your Legacy, I would check out the Subaru and Legacy forums. I have not tried something like doors yet, but I know Subaru usually puts some security mechanisms in place. I have not done much with my 2010 Forester, since that is my daily driver and cannot risk anything. My 2003 Impreza is being turned into a rally car, so I can try anything I want .... except it uses ISO 9141 instead of CANbus. I am working on a CarloopRetro design which works with K-Line (ISO 9141, KWP & KWP2000).