解: (1)由题意可知$x + y = 5,$$xy = 6,$
因为$x^{2}+y^{2}=(x + y)^{2}-2xy,$
所以$x^{2}+y^{2}=5^{2}-2\times6=25 - 12 = 13,$
所以$x^{2}+y^{2}$的平方根为$\pm\sqrt{13}。$
(2)依题意,得$2m + 2 = 16$且$3m + n + 1 = 25,$
由$2m + 2 = 16,$移项可得$2m = 16 - 2 = 14,$解得$m = 7,$
把$m = 7$代入$3m + n + 1 = 25,$得$3\times7 + n + 1 = 25,$
即$21 + n + 1 = 25,$$n = 25 - 21 - 1 = 3,$
所以$m + 3n = 7 + 3\times3 = 7 + 9 = 16,$
所以$m + 3n$的平方根为$\pm4。$