Yes, but it comes down to the motherboard. For example if the max speed on the motherboard is 2800mhz then the 3200mhz memory will be downclocked to that speed. Initially the speed may show up as 2133 but once you enable XMP it should run at the correct speed or the max the motherboard will support.
BIOS (Basic Input Output System), allows you to configure/overclock your CPU (if allowed, in your case no as that CPU is locked), adjust memory speeds, booting options, identify hardware and other configuration options.
As for your first question I'm not really sure what you mean. The 9400F is supported natively on the Z390 motherboard. Once the BIOS is updated that CPU is supported on the H310/B360/H370 & Z370 motherboards.