How real sculpting is used 3d art? Can you make air dry clay as well as the other materials after treating some basic type of clay or you have to buy each one of them separately?
Traditional clay sculpting is used in combination with 3D art mostly in the way that characters and ideas are being quickly sketched out in clay - so-called maquette sculptures.
These clay sculptures are then used by the digital sculpting devision to translate these characters into 3D space. On The Hobbit for example lots of the characters such as Smaug, Beorn and Azog were sculpted in clay to get a feeling for the style of the character.
A lot of the characters in Disney and Pixar movies are also sculpted in clay prior to being modeled digitally.
I'm not sure I got the last part of your question right, but generally it's good to simply watch all the tutorials on the various clays to get a feeling for how they behave (https://cgcookie.com/course/sculpting-basics/).
They are not alike, each of them has different properties. Some dry to a permanent sculpture, some have to be heat-cured, and others never dry at all and require mold-making to cast a permanent copy of your sculpture in resin for example.
All of these materials have to be bought separately, I don't know of any set that includes samples of all of the materials shown.
In case you have more questions, feel free to write back!
Happy Holidays :)