1. Why does bitcoin.exe load some kind of blocks?
Every one of the thousands of nodes on the Bitcoin network, including yours, needs to have a database of all transactions occurring since the beginning (2009). Transactions are stored in blocks. The collection of blocks is called the blockchain because each block requires the previous block for this blockchain database method to work.
The number of blocks currently is:
A little more detail is here:
Do I get bitcoins for generating them?
For generating, yes. But the term generating refers to generating new blocks -- which is the result of mining but does not refer to what you were describing (which was to be simply downloading the blockchain).
2. Let's say I'm mining in a pool and some lucky miner "strucks gold". Would I get some bitcoins?
The whole concept of pools is to bring resources together for mining and the incentive offered to obtain participation is to reward those who are contributing resources. There are a number of different approached at compensation. See: