Yes, P2040 supports GPCM 16 bit NOR boot. It can be done by configuring 4 bits (bit 192 to 195) of RCW source location to 1101.
Yes, you can use NOR flash and the options are 0x1100 and 0x1101 (listed in the table 4-26 in P2040 Reference Manual).
Yes, P2040 can boot from SPI flash. But it is different from booting from NOR flash. One eSPI pre-bootloader is required.