Hope that the following conceptual diagram (Fig-1) of 4-pin DHT11connected with UNO will answer to some of your questions:
Figure-1:
1. Q1 is an open collector transistor. So, to generate pulses at DPin-2 in response to the signal at base of Q1, there must be a pull-up resistor (R) at C-point of the transisitor. This is basic electronics.
2. There is an internal pull-up resistor (Rip) inside the Arduino UNO, and this resistor comes in picture when DPin-2 is configured as an input line. The following code can be put under setup() function to connect the Rip (S1 will be closed) and then the external pull-up (R) will not be needed any more. (Note that Rip has the value 20k-50k, and it may work work and may not with DHT11.)
pinMode(2, INPUT_PULLUP);