Few questions about the power of the Arduino

so it is possilbe to "increase" the power by adding extra shield.

I think this is a no actually.

It depends on how you look at it. A shield will not increase the processing speed of the Arduino itself, but you can "offload" functions to a shield so that the Arduino itself no longer has to spend as much time (or memory) implementing that function. For example, the propeller is relatively famous for being able to generate video "in software", which is a bit beyond what the Arduino can do (an arduino COULD generate video, but it wouldn't have much left over to do anything else.) There are several shields that you can attach to an arduino that will take over the details of video generation. Likewise, the Arduino "ethernet shield" includes a substantial amount of network and protocol processing...