To a great extent, a "mask" and a "selection" are the same thing. All masks can be converted into selections, and vice versa. If your active layer is one that contains a mask, you can click on "selection/load selection" and the default is "[active layer] mask"; clicking that will load the mask as a selection. You may then open a new layer, or for that matter click on any already-existing layer, and the selection will be there.
I am not sure what you mean by question 1, but if you have selected/masked an area, when you apply filters they will only have an effect on the selected/masked area. Typically I do this by duplicating the layer I want to filter onto, loading the selection/mask, then applying the filter. I can then try different layer modes on the filter, and fade its opacity to suit, or discard it altogether by trashing the layer.
R.
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