Hello! Great questions you have about your chinchilla! Thanks for asking!
As for food, you should provide both pellets and hay. There are many different commercial pellets available for chinchillas that you can buy at most pet stores.
The pellets are designed so your pet can easily eat them and include the correct amounts of protein, fat, and roughage. About 2 tablespoons of food a day is recommended. Of course, some eat more or less than others. My favorite brand of food for chinchillas is made by Mazuri.
http://www.mazuri.com/MazuriChinchillaDiet.aspxHay provides the roughage your chinchilla needs and is a very important part of his daily diet. It also helps keep their teeth healthy. Hay should be available at all times. Timothy hay is a good choice. I would avoid alfalfa hay as a daily part of the diet but you can use it sparingly for a treat. I like Oxbow brand hay:
http://www.oxbowanimalhealth.com/products/type/detail?object=1530Your chinchilla should always have a source of fresh water. A stoppered water bottle is a great way to supply water as it prevents water from being spilled and helps keep the bedding dry. Chinchillas generally drink between 15 and 30ml of water per day. Bottled water or distilled water is recommended.
Regarding dust baths, I recommend you place the dusting powder in a bin separate from the cage and let your chinchilla take a dust bath in there at least twice a week.
I hope I answered all your questions. I wish you all the best with your new friend!