解:$(1)$∵$AC⊥BD$,$∠CAD=45°$
∴$AC=DC$,$∠ACB=∠DCE=90°$
在$Rt△ABC$与$Rt△DEC$中
$\begin {cases}{AC=DC}\\{AB=DE}\end {cases}$
∴$Rt△ABC≌Rt△DEC(\mathrm {HL})$
∴$∠BAC=∠EDC$
∵$∠EDC+∠CED=90°$,$∠CED=∠AEF$
∴$∠AEF+∠BAC=90°$
∴$∠AFE=90°$
∴$DF⊥AB$
$(2)$∵$S_{△BCE}+S_{△ACD}=S_{△ABD}-S_{△ABE}$
∴$\frac {1}{2}a^2+\frac {1}{2}b^2=\frac {1}{2}·c·DF-\frac {1}{2}·c·EF=\frac {1}{2}·c·(DF-EF)=\frac {1}{2}·c·DE=\frac {1}{2}c^2$
∴$a^2+b^2=c^2.$