Answer Set 1
No probs man! The iPhone can be a confusing computing middle-world between computers and phones. It is capable of many of these things, but you require Apps in order for the phone to posses these features.
1- Can iPhone 4 run many office formats such as: *.doc ( Word ) ; *.xls ( Excel ) ; *.ppt ( Power Point ) ; *.pdf ( Adobe Reader ) ; *.chm ( Ebook ) or not?
The iPhone comes with an app called iBook as default, that can read .pdf files and should be able to read the other ebook file type you mentioned too. If you have an email with a .doc/.xls/.ppt file attatched; you will be able to view it but not edit it. A DOCSTOGO app is available in the app-store that can read all the files you've listed; but it comes at a price. Similarly, Apple offers a word processing program (Pages), a spreadsheet app (Numbers) and a presentation program too that can read those file types and edit with similar tools to what you'd expect in the Microsoft counterpart.
2- Another question is can it play media files like *.flv ( without open Safari ) ; *.mkv or not? I have many movies in my computer which I don't want to bring it to somewhere.
The iPhone itself cannot play these file types, and they will simply be skipped if you try to sync them with your iDevice. However, apps like VLC (There are many apps that can do this) will allow you to play these file types. To put the videos onto your phone you need to use a different sync-method whereby you select your iPhone name from iTunes under "Devices", go to the "APPS" tab at the top and scroll down the page to the "File Sharing" window that will let you select files from your computer and place them within apps. This can also be used to place word/excel/powerpoint/pdf documents into the apps I mentioned earlier.
3- Does an iPhone 4 store data like an USB ( Flash driver )? If not, what do I need to do?
It stores photos like a USB drive would in that you can access them from your PC and copy them off. However the way iPhone software interprets files is very different to a computer. An iPhone's navigation is App-based. As opposed to windows and menus, it uses certain apps to store and display certain data, therefore a music file isn't just sitting in a music folder. It can be accessed through the music app; that lets you play it and view your songs. The app also shares this data with other apps. It's a strange thign to wrap your head around but you'll get used to it. You can use apps to get certain data off your phone and onto your computer, but a majority of the time it needs to be done through iTunes. Apple have done this on purpose to avoid the sharing of copyrighted files, so you can see why it's in place. Don't worry though, I find emailing files to myself from the phone is the best way around it.
4- Being a smart phone, does an iPhone4 play Radio? or I need to download apps?
You need to download apps, there is an app called Radio if I recall... Be aware that Radio apps don't access actual radio waves but play the digital version; which means it uses an internet connection. In my experience, unless your using a WiFi connection, it eats up a lot of data and will likely use up a lot of the internet units under your network carrier plan.
