Duty MAY be applicable if the car is manufactured from foreign content. Obtain insurance for vehicle when you get back to Minnesota. Best to do this at the end or beginning of month for many companies as insurance is sold in a monthly block. Make absolutely SURE you get this document from the dealer. Your bill of sale is not good enough.
State tax IS payable as the vehicle has never been registered before.
This is not normally possible, unless you were a resident of Canada for at least 60 days while owning the vehicle. Nothing gained, nothing lost. I WILL pay GST, but get that refunded. I WILL pay state tax on purchase price. The biggest one is when it becomes time to sell it.