Children of the Gods (1) - S1-E1
Question: I thought that you could only travel one way through the gate, but in the pilot, the Bad Guys come through, kill the military guys, then go back though without dialing a new wormhole.
Answer: You can only travel that way. The wormhole closed after Apophis forces came through (as can be seen during various scenes). Probably they also brought a mobile version of a DHD got get back (this indeed can't be seen).
They have been various times where the stargate has been dialled without use of the DHD of the dialing computer.
Answer: It's a pen torch or pen light. Used to test pupil dilation response.