Essentially Thor and Mjolnir are two halves of the same being, there intrinsic to each other. Is Thor as effective without Mjolnir as he is with it? Obviously not but at the same time it was meant that only Thor would be able to use those powers anyways. This is where Bill, Red, Eric, Dargo, and whoever else who has wielded Mjolnir takes away the bond that Thor and Mjolnir have, each although worthy were never actually meant to have those powers and they even state it, with perhaps the exception of Bill now since he has his own hammer and maybe Red. As for where the power comes from, this is where Norse Myth is different from say the Greek ones. Each God serves a purpose and more or less had a pre-determined fate. There has to be a "Odin", there has to be a "Thor" as there has to be a "Loki". We have seen Odin grant other beings the power of Thor because Thor has or had before the cycle of Ragnarok ended, a purpose or destiny to fulfill. Where that power comes from to power beings besides Thor is probably from Odin when he enchanted the hammer so that set of "Thor power" resides in the hammer but is separate from Thor's power. So yeah Thor needs Mjolnir to do some of his more exotic powers but on the other hand ONLY Thor can make Mjolnir do those things, well for the most part.
this is why ALL Thor clones should be killed immediately and painfully.
ONE TRUE THOR!!