SPOILERS*********
To recap - At the end of W2, you make a choice to kill Letho (who is a boss villain and also a witcher, IIRC from the viper school) or let him go free. If you let him go free, he shows up in Delores's estate which Geralt finds booby trapped that you can disarm, and there is a questline that follows. There is also a timed decision in that questline to "interfere" or do nothing to stop Letho from being beheaded. If you do nothing, Geralt talks Letho's enemy into simply taking Letho's medallion instead of his head. If you interfere, you must kill the boss and his minions. Either way, Letho was not really dead but only appeared dead due to a poison/sleeping potion, and the questline ends with Geralt suggesting Letho hide out in Kaer Morhen. This sets up Letho to be included for the Battle of Kaer Morhen later in the game.
You will also have a chance to send other NPCs to Kaer Morhen, for their safety at the time, who become "allies" at the battle. There's also an achievement for a "Full Crew". Some "friends" by default feel they cannot go to the battle, much as they might want to help Geralt. Apparently, they are not part of the "Full Crew".
Delores gives you the key to the hidden chest (Geralt's pay) when she gives you the quest (Fall of the House of Rearden). You find another key in the house for the barn. The hidden chest is next to the "Delores" written on the wall in the barn. I'm pretty sure that once a locked chest is opened, it can no longer be opened if you emptied it.
If you didn't play W2, or you did but killed Letho, he won't appear at Delores's, you don't get his questline, and he won't be at the Battle of Kaer Morhen. Instead, Geralt finds wraiths, just as Delores told you. Yes, when starting a "new game" on the opening menu, you have a choice to "simulate a witcher 2 save" or import a witcher 2 save. When you simulate a witcher 2 save, you are interrogated by Voorhis at the Emries' castle in Vizima - the shaving scene - where you can choose whether to kill Letho or free him and other decisions. Dunno what happens if you chose neither though. *I think* you don't get Letho at all and the shaving scene, there is no interrogation apparently.
FYI - Though it might be confusing and if you never played W2, you can google search what W2 endings/decisions impact W3.