1. Polygraphers expect that everyone has pilfered petty items from work. The question, "Did you ever take anything from an employer?" is a commonly-used probable-lie control question. The examinee's denial is secretly expected to be untrue, and reactions to this question are then compared with reactions to a corresponding relevant question (e.g., "Did you ever commit an act of espionage against the United States?").
Because you're actually
expected to answer the question, "Did you ever take anything from an employer?" untruthfully, it would be prudent not to volunteer the fact that you've taken home the items you mentioned.
2. With regard to the Cuban cigars, I wouldn't mention it. It's no big deal, but it is not your duty to provide a laundry list of all minor transgressions that you've ever committed in your life. Your polygrapher is not a Catholic priest: don't let him/her turn the "test" into a confessional.
3. If you're more anxious when answering the relevant questions about such matters as espionage, sabotage, terrorism, and drug use than when answering the "control" questions about common human failings, you will likely fail the test, regardless of the truth or falsity of your answers.
To learn what you may expect during your polygraph examination, see
The Lie Behind the Lie Detector. Chapter 3 explains the polygraph procedure in detail, while Chapter 4 provides tips on reducing the risk of a false positive outcome.