As far as I can see, that line of Linksys devices is not running Windows Home Server. (Probably it's a heavily customized Linux distro.) As for the rest of your questions, take a look at the
Windows Home Server minisite, where I think they'll be answered for you.
Regarding installing applications on your server: Windows Home Server is designed to operate as a "headless" device on your network. As such, you would have no way to access applications such as the ones you ask about. It's possible to install them anyway, though it's unsupported, and doing so has a potential to cause system instability or to complicate any recovery process in the case of e.g. OS corruption.
I'm not on the WHS team, I just post a lot. :)