If you're talking about Western music, the chords underlying songs WILL belong to the same key/scale. It is a basic tenet of most of these songs that that happens. Take, for example, a song in Cmaj. The chords that will fit it will have come mainly, if not exclusively, from the Cmaj. scale. As in C,D,E,F,G,A,and B. the 3 majors all use some of these notes, as do the 3 minors. The other chord (Bm7b5) is not so common, but also uses some of these notes, but no others.Occasionally, a tune may modulate, and in C, the extra note is often F#. O.K., it's not in key, but it won't be, because neither is the tune at that place.
Answering the second question - a scale is just an ordered list of the available notes. A bit like a dictionary is a list of words in a particular order, or the alphabet is... I hope you understand.Those notes, just like those chords, will work well in a specific key, so knowing them as a discrete group will help when one plays in that particular key.