Does this contain private key?
No. It will not contain private key. Only the certificates.
And we have a certificate, which is like abcd.crt. Do you think it should be "RSA Certificate & Key", "RSA Certificate" or "Certificate Bundle" after we import the abcd.crt?
It depends on your file format. Some format like PFX or P12 allows to bundle both certificate and key together in a single file. You need the key only for the server certificate and not for any of the intermediate CA certificate.
For a good understanding of how SSL/TLS works, I suggest to read the book "Bulletproof SSL and TLS" by Ivan Ristic. https://www.feistyduck.com/books/bulletproof-ssl-and-tls/ The ebook (PDF version) is more up to date compare to the printed version. So you may want to buy the ebook. Ebook is regularly updated as well.