Well Thanksgiving feasts were mainly a way to thank God for the completion of a long journey to the New World and was practiced by other countries as well, with Spain being the first documented thanksgiving. But the more popular idea of the Pilgrims at Plymouth's Thanksgiving is the opposite of what you described. It was a celebration of goodwill with the native Wampanoag tribe, particularly Squanto who taught them how to properly survive off the land and also to translate. Some people do think that it is representative of the genocide of natives, but I call bullshit on that because the original intent of Thanksgiving is the opposite. It's not like we're celebrating The Trail of Tears here.
And for your other question, USA actually doesn't have any national holidays that apply to all employees, the government only recognizes some holidays that apply to their own employees. Private businesses traditionally observe only the "big seven" holidays (New Year's Day, Easter, Memorial Day, Independence Day, Labor Day, Thanksgiving, and Christmas).
Secondly, yes the natives in this country were severely (and still are in many situations) treated horribly. 
