Regarding your questions about mirrorless cameras — mirrorless cameras (sometimes called MILC, for mirrorless interchangeable-lens camera) are basically just like SLR (single-lens reflex) cameras that have been around for decades, when it comes to the following:
Do I always need to carry around the lenses for a mirrorless?
You need to carry around the lenses you want to have available. If you only intend on using a certain zoom lens all the time, then you only need to have that lens with the camera.
Will it work without the attachable lens?
No. Without the lens, the camera has no ability to focus on anything. The lens is required to focus light to create, well, an in-focus image that the camera can capture.
Will it zoom without a lens?
No. Zooming is a function of the lens — if the lens is capable of zooming. Not all lenses are zoom lenses. Lenses that have a single focal length, such as "50mm", do not zoom. Their field of view has a fixed width.
Zoom lenses have a focal length range, such as "18-105mm", or something along those lines.
Note: Most digital cameras have a so-called "digital zoom" feature, which is in addition to the optical zooming of the camera's lens (if the lens or lenses do in fact zoom). This is nothing more than cropping the image (usually the center area) and enlarging it, which results in loss of resolution. The exact same thing can be achieved outside of the camera (on your computer, or your phone, wherever you choose to edit images) by cropping and enlarging the image. Personally, I ignore in-camera digital zoom — I don't consider it a useful feature, because as I said, it offers nothing that I can't do by editing anyways.
How do I know when to change to a different size lens?
Generally, when you want a wide field of view, you would use a lens with a shorter focal length. When you want to capture something that's further away, which also narrows your field of view, you would use a lens with a longer (larger) focal length.
Zoom lenses allow you to achieve what multiple single-focal-lengths lenses are required to do: when you "zoom out", you are selecting a shorter focal length. When you "zoom in", you are selecting a longer focal length.