CA, Certificates, some clearification

I am fairly new to certificates and CA's, so please bare with me When you
store a user certificate in the user account in active directory, does it
store the user's public key AND private key? also, on the CA, does the CA
store the user's public and private keys? If the certificate is stored in
the user account, if the user moves between multiple machines, does he have
access to his public and private keys? How can I roll out the CA's public
key to all machines/users on my network so that they don't have to download
it? JUST one more question....
Let's say I create a user certificate for myself, that being gmatteson, with
options to encrypt the file system and secure email... now when I go to
encrypt some data on my machine for the first time, i notice that in the CA
MMC on the server there is a pending request, why is it trying to create a
certificate for basic file encryption when i already have a certificate that
supports file encryption?
any help or links will be great, thank you
- gabe