They are attracted primarily by sound. So yes, that is normal xx.
But I have made the experience that it stops after a certain time and you can chop wood in rest or so.

And for copper veins I always do it so that I just dig deep, because the veins go super deep anyway and from there everything degrade. Dwarves and trolls can't jump into holes or anything at the moment. Dwarves do throw stones at you, but that never really bothered me personally.

Once you get to the point where you've tamed wolves, you can take a few with you. Just be prepared that they like to multiply like rabbits, because you can also find wild boars and deer everywhere that they will kill ... so I personally would do without.

And for the roaming. You can't do anything about it. That is their territory. Kill them or ignore them.