$(1)证明:∵四边形ABCD是平行四边形$
$∴AD//BC,AB=CD,AD=BC,∠B=∠D$
$∵AF=CE$
$∴AD-AF=BC-CE$
$∴DF=BE$
$在△ABE和△CDF中,$
$\begin{cases}{AB=CD,}\\{∠B=∠D,}\\{BE=DF}\end{cases}$
$∴△ABE≌△CDF$
$(2)解:当E是BC的中点时,四边形ABEF是平行四边形\ $
$∵E是BC的中点,$
$∴BE=EC.$
$又∵AF=EC,$
$∴BE=AF.$
$∵BE//AF,$
$∴四边形ABEF是平行四边形$