#1
What recording hardware/software/gear plays both pre-set sounds and sounds DIRECTLY from your amp and pedal effects? If any...
#2
Get Guitar Rig.
or Cubase.
Pretty much every pro recording software does that.

or if i might not have got your question, could you please rephrase that?
#3
Yeah, it's oddly worded. Perhaps he's thinking about loops...a program that has a bunch of prepackaged loops that he can record his guitar/amp/pedals into? Again, any good software has that ability. All you'll need is either a direct box or a microphone plugged into a preamp/audio interface with that into your soundcard or USB/firewire port.