Adding Columns to Admin
To answer your first question, I recommend a plugin called Codepress Admin Columns. This is by far one of the easier and non-coding ways to implement columns. But it will set you back 15EUR to purchase the add-on that allows sorting.
If you wish to get your hands dirty with code then this post by tzeldin88 will help you get started.
Filter Posts from Dropdown
I do not know of any plugins that do this and have not found any in my search. But you could code your own with a little help. First, there are two approaches to this, a form or using javascript. (actually they are both the same, but using javascript makes everything flow together) I dont have time right now to find the best tutorial for you but if you search “wordpress drop down to filter post” then you should have no problem coming up with some reading.
I will update when I get back with some articles that I do find pertinent.