(1)证明:由折叠的性质,得$AF = CF,$$AE = CE,$$\angle AFE=\angle CFE,$$\angle AEF=\angle CEF,$
因为四边形$ABCD$是矩形,所以$CD// AB,$
所以$\angle CFE=\angle AEF,$
所以$\angle AFE=\angle CFE=\angle AEF,$
所以$AE = AF = CF = CE,$
所以四边形$AECF$是菱形.
(2)解:如答图,过点$E$作$EH\perp CD$于点$H.$
因为四边形$ABCD$是矩形,所以四边形$BCHE$是矩形,
所以$EH = BC = 4,$$CH = BE.$
又由折叠的性质,知$CE + BE = AB = 8,$
设$BE = x,$则$CE = 8 - x,$
在$Rt\triangle CEB$中,由勾股定理,得$x^{2}+4^{2}=(8 - x)^{2},$
展开得$x^{2}+16 = 64 - 16x+x^{2},$
移项得$16x = 64 - 16,$
即$16x = 48,$
解得$x = 3,$则$BE = 3,$$CE = 5.$
所以$FH = CF - CH = CE - BE = 5 - 3 = 2.$
在$Rt\triangle EFH$中,由勾股定理,得$EF=\sqrt{4^{2}+2^{2}}=\sqrt{16 + 4}=2\sqrt{5}.$