解:(1)已知圆锥底面半径$r = 10\ \text{cm},$高$h = 10\sqrt{15}\ \text{cm}。$
首先求圆锥的母线长$l,$根据勾股定理$l=\sqrt{r^{2}+h^{2}},$可得:
$\begin{aligned}l&=\sqrt{10^{2}+(10\sqrt{15})^{2}}\\&=\sqrt{100 + 100\times15}\\&=\sqrt{100+1500}\\&=\sqrt{1600}\\& = 40\ \text{cm}\end{aligned}$
圆锥的底面积$S_{\text{底}}=\pi r^{2}=\pi\times10^{2} = 100\pi\ \text{cm}^{2}。$
圆锥的侧面积$S_{\text{侧}}=\pi rl=\pi\times10\times40 = 400\pi\ \text{cm}^{2}。$
所以圆锥的全面积$S_{\text{全}}=S_{\text{底}}+S_{\text{侧}}=100\pi + 400\pi=500\pi\ \text{cm}^{2}。$
(2)沿母线$SA$将圆锥的侧面展开,线段$AM$的长就是蚂蚁所走的最短距离。
由(1)知$SA = 40\ \text{cm},$底面圆的周长为$2\pi r=2\pi\times10 = 20\pi\ \text{cm},$即展开图中弧$AA'$的长为$20\pi\ \text{cm}。$
设展开图扇形的圆心角为$n^{\circ},$根据弧长公式$\dfrac{n\pi l}{180}=20\pi$(其中$l = SA=40\ \text{cm}$),可得:
$\dfrac{n\pi\times40}{180}=20\pi$
解得$n=\dfrac{180\times20\pi}{40\pi}=90^{\circ},$即$\angle ASA' = 90^{\circ}。$
因为$SA'=SA = 40\ \text{cm},$且$SM = 3A'M,$又因为$SA'=SM + A'M,$所以$SM+A'M=40\ \text{cm},$将$SM = 3A'M$代入可得$3A'M+A'M=40\ \text{cm},$即$4A'M = 40\ \text{cm},$所以$A'M=10\ \text{cm},$则$SM=3\times10 = 30\ \text{cm}。$
在$Rt\triangle ASM$中,$SA = 40\ \text{cm},$$SM = 30\ \text{cm},$根据勾股定理可得:
$AM=\sqrt{SA^{2}+SM^{2}}=\sqrt{40^{2}+30^{2}}=\sqrt{1600 + 900}=\sqrt{2500}=50\ \text{cm}$
所以,蚂蚁所走的最短距离是$50\ \text{cm}。$
综上,(1)圆锥的全面积为$500\pi\ \text{cm}^{2};$(2)蚂蚁所走的最短距离是$50\ \text{cm}。$