解:(1)在矩形$ABCD$中,$AB = 3,$$AD = 4,$$\angle BAD = 90^{\circ}。$
根据勾股定理$AC = BD=\sqrt{3^{2}+4^{2}} = 5。$
因为$\frac{1}{2}AF\cdot BD=\frac{1}{2}AB\cdot AD,$所以$AF=\frac{AB\cdot AD}{BD}=\frac{3\times4}{5}=\frac{12}{5}。$
同理,$\frac{1}{2}DE\cdot AC=\frac{1}{2}AD\cdot CD,$$CD = AB = 3,$$AC = 5,$$AD = 4,$可得$DE=\frac{AD\cdot CD}{AC}=\frac{4\times3}{5}=\frac{12}{5}。$
在$Rt\triangle ADE$中,$AE=\sqrt{AD^{2}-DE^{2}}=\sqrt{4^{2}-\left(\frac{12}{5}\right)^{2}}=\sqrt{\frac{400 - 144}{25}}=\sqrt{\frac{256}{25}}=\frac{16}{5}。$
(2)因为$AF=\frac{12}{5},$$AB = 3,$$AE=\frac{16}{5},$$AD = 4,$$AC = 5,$且$AF\lt AB\lt AE\lt AD\lt AC。$
若以点$A$为圆心作圆,$B,$$C,$$D,$$E,$$F$五点中至少有一点在圆内,且至少有两点在圆外,则点$F$在圆内,点$D,$$C$在圆外。
所以$\odot A$的半径$r$的取值范围是$\frac{12}{5}\lt r\lt4。$