Can I bake cakes or pizzas in my kenstar microwave grill combo oven?
With a grill combi microwave you might just about get pizzas to work imperfectly; cookies and cakes aren't very likely to come out nice.

If you really want to try making cake in it, start with a pure microwave cake recipe and just brown the top under the grill and the end.  My experience of these recipes is that you'd have to be desperate and not very discerning (though fruit cakes are less bad).

You would use whatever utensils are suitable for both microwave and grill modes -- see the manual, and try to keep the food low compared to pure grilling (further from the grill).  I would recommend pyrex, but that may not be such a good idea if you're in the Americas, where pyrex isn't what it used to be (literally) or what it is here in Europe.