Questions on the generation of R.O.C. curves
Question 1) Yes, you must know what the right answer is before-hand in order to judge the receiver's performance.  I am doing this right now on a project.  I generate data, scramble it, modulate it, add noise and carrier offset, etc., then I give it to the receiver.  The bits I started out with are my "yes/no" labels.

Question 2) All such measurements are statistical in nature.  Noise is statistical.  Jitter is statistical.  A priori channel conditions are statistical.  Of course the ROC curve is also statistical.  How could it be otherwise?

Question 3) I don't quite understand this question.  A picture would help.

EDIT: Receivers are not tested in every set of conditions under the sun.  First, the designers rely on everyone obeying the FCC requirements for a given band, so in a cellular band they assume that there won't be any TV stations, or radar chirps, and that all other cellular signals will be at specified frequencies and power levels, with specified maximum carrier offsets.

The designers then model "typical" environments (i.e. channels).  That implies certain transmission losses due to free-space path loss, antenna gains, multi-path, etc.  They then put together various typical and worst-case scenarios and test it under those conditions.  For example, a worst case interference scenario would be having adjacent signals at the maximum allowed power.

If the performance is as expected for those selected conditions, the designers assume, through "interpolation", that it will perform acceptably in the other non-tested environments.  Conditions can always be worse than the worst-case test scenario of course.  That is when the phone drops the call. :-)