Will buildings disappear (and chunks change) if I go too far?

No, the chunk will not change, the person probably tricked you.

No, Chunks will not get changed, only unload, which might have been what was meant. It basically means that say you had a furnace burning 16 iron ore. If you go far enough away the chunk will unload and the furnace will stop smelting until you load the chunk again, then it will continue. :)

They were most likely joking or misinformed. Chunks that you've visited are saved in the world's region files. Even if you walk across the whole world, the things you've built won't disappear. Enjoy exploring!