Also I read somewhere that Firmata is pre-loaded to the firmware on all Uno r3 boards
Where? It is not true.
so why would I also need to load Firmata.h library?
If you are going to use Firmata, you need the header file at compile time. Not that I recommend using Firmata, mind you.
Why would anyone need Firmata when you can communicate any arduino data easily using serial?
Some people don't have the skills, patience, or mindset to develop their own protocol and to implement it.
I thought the purpose of Firmata was to allow you to monitor and debug your running arduino sketch from a PC.
No idea where you got that erroneous impression.