1) No, but it's recommended if you turn off the auto receive from the WinFax or the WinFax will receive the call.
2) Yes, but WinFax can have fax cover and address book and user-friendly which the one built-in windows does not. Also, WinFax can be set up as a Fax server in a domain that only 1 computer with modem can serve the whole domain to use.