Welcome to Linux Questions!
It rather looks like you've just blurted out a load of questions without trying to search for the answers within the forums yourself.
They've been asked loads of times.
However, and without going into a lot of detail...
Does Linus do the same thing as XP
Linux and Windows XP are both Operating systems with their own fil e systems and ways of doing things.
Check out: http://linux.oneandoneis2.org/LNW.htm
for a very good comparison.
Will all my files and programs convert over to Linux
You need to be more specific about what file types your data has. Linux has native applications which can open documents, spreadsheets and images which may have been created under XP applications, so in escence, unless you've got some weird Windows program for doing, er..., something weird, you should be OK.
Does Linux really have a 5 year support system?
Stable LT versions of Linux tend to have a long lifetime, not sure about the 5 years, but upgrades are generally free and pretty safe these days. Changes to default windows managers can sometimes hurt as you may have to relearn how to do something, but then again, there are quite a few windows managers to choose from unlike XP. Note also that when the Linux ecosystem doesn't just keep the kernel up to date, the applications you have installed are kept up to date as well, unlike Windows in most cases where you have to pay for application upgrades and install them separately.
WIndows .exe files don't run on Linux but you can add an application layer called Wine which will allow some stuff to run.
Linux doesn't have Windows gaming capability but checkout Steam: http://store.steampowered.com/browse/linux/
where things are changing quite quickly in this respect
That should keep you amused for a while, you'll no doubt get inundated with info about which Linux distribution you should try. Most can be tried from a live CD - Boot the CD to try it out, if you like it, you can then install it. Your existing system/hard disk is not affected while you do this as it all runs in memory.
So... Play bonny!