[1] Evidently there is something wrong with the commander of the right. The next paragraph suggests he is one-footed. If so, Gongwen Xuan's question may be interpreted as asking whether he was born that way or lost it later. Amputations, tattoos, and death were common punishments not just for crimes but for bad political advice, and even for good advice that the ruler did not want to hear, and hence were considered indicative of moral as well as physical deformity. Zhuangzi’s stories of criminals, cripples, and outcasts, therefore, address the same theme as the abstract discussions of perfection, completion, and wholeness. But he could just look strange in some other way.
[2] The commander's response plays on the ambiguity of the word 獨 dú, "alone" or "single," which in this context could mean either "unique" or "single-footed." In claiming that it was Heaven/nature that made him this way, the commander leaves it open whether he born with one foot or is just by nature unable to fit in. If in fact he was punished for some sort of crime, he says, it was nature made him do it. This raises in a graphic way a question that will be asked explicitly (though to my mind not answered) in 6:01: "how do I know that what I call nature is not really human and what I call human is not really nature?" It is important, for instance, in our understanding of Confucius: whether his devotion to rules is a deviation from his nature or an expression of it.
It is unclear to me what if any connection this story has with the previous. There may have been a common use of blood-vessel imagery linking 3:01 and 3:02 which prompted a later editor to group them together, but I see nothing like that here.