I'm not a support person, just a regular user like you, so you may want to wait for an official response.
If you ever need to import data into Sitefinity that is comming from an external RSS feed, this can be done very easily through the back office. Go to Administration/Feeds & Notifications.
Things to note when creating the import:
Selecting the Source
1. Under content to Include, delete the blog posts by clicking the X.
2. Click Add another Content Type button.
3. Under content to include you can then choose an RSS feed.
Selecting the Destination
1. UNder Publish As, delete the RSS feed.
2. Click Add More button
3. Under continet to include you can then choose Sitefnity Content
I just started using it to import data from an external news feed into Sitefinity's News Module. It also gives the ability to schedule hourly,daily or weekly imports. So far I have had a very good experience using this feature.
If you need to export data from Sitefinity to an external program than I think you may want to look into using WCF.
I'm not sure if you really need the SDK on the server, I have never had the need. The primary benefits of the SDK seem to be that it comes with the RadControls and a lot of code samples. I can't think of any reason why you would need to install it on any computer other than the one you are doing development on.
Remember I am not a support person so take everything I say with a grain of salt.