Yeah, they're all IDEs. They contain features that help you manage classpath and other project settings, as well as auto-complete, syntax highlighting, etc. They're a handy tool for experienced developers, but I highly suggest novice users stick with something like notepad or JEdit along with the command line until they have a good handle on what's going on.
And it would be more like having Robocode's classes available to you in the same way that classes you create are available to you. They've done the hard work, you just have to use what they created. You'd still use the standard Java packages as well as Robocode's, in addition to any you create. That might sound a little complicated, but really it's just like using your own classes, except somebody already wrote them for you.