Creating a footprint for a component with plastic "bumps"
Yes, on both counts.
Pegs, like the ones on the audio jack, are common on surface-mount parts that undergo stress, like switches, pots, and jacks.  Basically, you don't want to count on the solder pads to hold the thing in place; the pegs give it that much more mechanical stability.
Standoffs, like the ones on the edge-card connector, are not uncommon.  The're there to give the solder room to wick up the legs of the connector a bit.
It's unfortunate that these things don't come with layout suggestions -- it's common for parts like this to come with an example footprint, including any guide holes.  I'd be inclined to do a bit of digging for other sources -- that Lumberg part may have a footprint on the next page of the catalog or in a different document; the Tyco datasheet looks like part of a larger document that Radio Shack just hasn't bothered to show you.