(1)证明:$\because$ 四边形$ABCD$是平行四边形,
$\therefore OA=OC,$$OB=OD.$
$\because E,F$分别是$OB,OD$的中点,
$\therefore OE=\frac{1}{2}OB,$$OF=\frac{1}{2}OD.$
$\therefore OE=OF,$$\therefore$ 四边形$AECF$是平行四边形
(2)解:$\because AB⊥ AC,\therefore ∠ BAC=90°.$
$\therefore AC=\sqrt{BC^2-AB^2}=\sqrt{5^2-3^2}=4.$
$\therefore OA=\frac{1}{2}AC=2.$
在$\mathrm{Rt}△ AOB$中,由勾股定理,
得$OB=\sqrt{AB^2+OA^2}=\sqrt{3^2+2^2}=\sqrt{13}.$
$\therefore BD=2OB=2\sqrt{13}$