Fix a field $K$, and $a\in K$. Consider the polynomial $x^m-a$, where $m$ is prime to the characteristic of $K$, and suppose $a$ does not have any $d$-th roots in $K$ for any $d|m$. Is $x^m-a$ irreducible over $K$?
The answer seems to be yes under the a priori stronger assumption that $a^{m/d}$ is not an $m$-th power, by adapting the arguments here: Irreducibility of a polynomial if it has no root (Capelli). (Proof: if $[K(\sqrt[m]{a}):K]=d'<m$, then $N(\sqrt[m]{a})^m=N(a)=a^{d'}$, so $a^{d'}\in (K^{\times})^m$, hence $a^{\gcd(d',m)}\in (K^{\times})^m$, contradiction.)
However, I don't know how to prove this with the weaker hypothesis.
Not necessarily. The number $-2$ has no real square roots. Yet $x^4+2$ is not irreducible over $\Bbb{R}$ for the simple reason that $\Bbb{R}$ only has a single algebraic extension, and that is of degree two.
For a different example, let $K=\Bbb{F}_3$, and $L$ be its quadratic extension. Because $-1$ is not a quadratic residue modulo $3$ it has no square root in $K$. Yet, the group $L^*$ is cyclic of order $8$, so $K^*$ consists of the fourth powers of elements of $L$. Therefore $p(x)=x^4+1$ has a root in $L$, and consequently $p(x)$ has a quadratic factor over $K$.