When I add a deck, are all of the cards automatically added to my collection? Is there a way for me to select all of the cards in a deck and add to collection? This would save time logging the edh precons

Negative. If you build a new deck it does not automatically add them to your inventory, just to that deck sublist.

As for adding the Commander sets, you can copy and paste the list from the commander deck into the text box (use the add card list option) after setting the default set to Commander 2014 and it will work. Alternately, you can simply copy the commander list into a deck and then go through and add them to your inventory that way.