Yes, Actionscript files that are setup to be used by your FLA will be compiled into the SWF, and do not need to be deployed with your SWF.
I'm not sure what you mean by the second question, but to link Actionscript files to an FLA, you need to link Actionscript files to your MovieClips in your library by right-clicking the MovieClip > Properties and select the Export for Actionscript button. The Class field is a folder path relative to your FLA. If you have a MovieClip named "CoolClip" and you had an Actionscript file in the same folder as your FLA called CoolClip.as whose contents were:
package {
import flash.display.MovieClip;
public class CoolClip extends MovieClip {
public function CoolClip() {
// constructor code
}
}
}
Then you would enter "CoolClip" into the Class field of that properties field. Convention calls for the Actionscript file name to match the class name (in this case CoolClip).
To link to a "main" class for your FLA, enter the classname in the Class field of the main stage/document in the Properties panel of your main stage.