Table's key pointing to its own table?

Answer 1

Because employees [EmployeeID] report to other Employees [ReportsTo]. An order belonging to another order hurts my brain.

Answer 2

The EmployeeID is probably being referred to by the ReportTo field. For example, a given employee reports to another employee, using EmployeeID as the reference.

The OrderID does not point to the Order table because there are no other fields in the Order table that uses/refers to the OrderID.

Answer 3

This is commonly referred to as a "self-join".

Answer 4

Notice that an Employee could be subordinate to another one (ReportsTo) so you need the EmployeeID for that which is the PK of this table.