No. 1: No. Some pages (such Contact Us page or some site pages) not mentioned on the sitemap file are indexed by the search engines.
No. 2: Yes, Site Pages (pages created using Page Editor - Page management - add page, including pages with email forms) are indexed by search engines unless you edit your robots.txt to disallow certain web pages to index by search engines.
When using modules such as 'ad board' or 'file catalog', the sitemap file only includes the entry page which directly relates to the 'Page with entry full text and its comments' in the Module Design Customisation. Is this correct??
there is no need or SEO benefit of putting metags in the 'Module Main Page', 'Page with section Contents' and 'Page with Category Contents'.
Its up to you. Search engines such as Google love metatags.
'Module Main Page', 'Page with section Contents' and 'Page with Category Contents' are included in sitemap and are indexed by search engines.