Transition Metal Compounds
What're compounds like $\ce{CoBr2,CoCl2,AgI,AgBr,AgCl,AgF,MnBr,Co(CN)2}$, supposed to be?


That depends. 

In a lot of cases, especially if we are talking about large anions with low charge density, such as nitrate and perchlorate, and moderately small cations, like $\ce{Co(II)}$, obtaining an anhydrous salt is a long, tiring quest, if possible at all. For example, anhydrous metal nitrates for small cations in general are obtained in anhydrous solvents only.

In case we are talking about medium anion with moderate charge density, like $\ce{Cl-}$ and the cation binds with its neighborhood strongly, like $\ce{Cr^{3+}}$, a lot of structures with different hydration degree may be obtained, such as
$\ce{[Cr(H2O)3Cl3], [Cr(H2O)4Cl2]Cl, [Cr(H2O)5Cl]Cl2, [Cr(H2O)6]Cl3}$ in addition to anhydrous form $\ce{CrCl3}$ (and again, obtaining the anhydrous salt from water solutions is virtually impossible)

Sometimes a salt is unsolvable in water. This typically means that it is anhydrous, like silver halides and many sulfides, or at least low-hydrated, like $\ce{Cu(CH3COO)2\cdot H2O}$

In some cases a salt may have even more weird structure. For example, $\ce{MoCl2}$ actually contains $\ce{[Mo6Cl8]^{4+}}$ unit with $\ce{Mo}$ atoms forming an octanedron and $\ce{Cl}$ atoms occupying positions on top of each of the octahedron's faces. This unit is rather stable and the remaining chlorine my be exchanged with the unit intact.

Similarly, a series of oxoacetates is known, built around $\ce{M3O}$ unit. And so on....

Unfortunately, most transition metals are rather unique.  There is a strong vertical similarity between second and third rows of d-elements, but even it is not perfect.


  If they're not, how do they bond with halogens like Cl or ligands like OH/CN? Is it similar to ligand interaction and d-orbital splitting?


Typically yes.


  If they're neither complex ions nor have split d-orbitals, what determines their magnetic properties?


d-orbital splitting happens for any atom with said orbtials in neighborhood with symmetry below spherical, i.e. in all chemically viable cases.