(1)证明:连接$EF。$因为$AE$平分$\angle BAC,$所以$\angle BAE = \angle CAE。$因为$FE = FA,$所以$\angle FEA = \angle BAE,$所以$\angle CAE = \angle FEA,$所以$EF// AC,$所以$\angle FEB = \angle C = 90^{\circ},$所以$EF\perp BC。$又因为$EF$是$\odot F$的半径,所以$BC$是$\odot F$的切线。
(2)解:连接$FD。$因为点$A$的坐标为$(0,-1),$点$D$的坐标为$(2,0),$所以$OA = 1,$$OD = 2。$设$\odot F$的半径为$R,$则$OF = R - 1。$在$Rt\triangle FOD$中,根据勾股定理$OF^{2}+OD^{2}=FD^{2},$即$(R - 1)^{2}+2^{2}=R^{2},$展开得$R^{2}-2R + 1+4 = R^{2},$移项化简得$2R = 5,$解得$R = 2.5。$所以$\odot F$的半径为$2.5。$
(3)$AG = AD + 2CD。$证明:过点$E$作$EM\perp AG,$垂足为$M。$因为$\angle C = 90^{\circ},$所以$EC\perp AC。$又因为$AE$平分$\angle BAC,$$EM\perp AG,$所以$EM = EC。$在$Rt\triangle AEM$和$Rt\triangle AEC$中,$\begin{cases}AE = AE\\EM = EC\end{cases},$所以$Rt\triangle AEM\cong Rt\triangle AEC$($HL$),所以$AM = AC,$所以$AG - MG = AD + CD。$连接$GE,$$ED。$因为$\angle BAE = \angle CAE,$所以$\overset{\frown}{EG}=\overset{\frown}{ED},$所以$EG = ED。$又因为$EM = EC,$所以$Rt\triangle GEM\cong Rt\triangle DEC$($HL$),所以$MG = CD,$所以$AG - CD = AD + CD,$即$AG = AD + 2CD。$