解:
(1)$\because$ 四边形$ABCD$是正方形,$\therefore$ $\angle BAD = 90^{\circ},$$AB = AD。$
$\because$ 将线段$AB$按顺时针方向旋转$\alpha(0^{\circ}\lt\alpha\lt90^{\circ}),$得到线段$AE,$$\therefore$ $\angle EAB=\alpha,$$AB = AE。$
$\therefore$ $AE = AD,$$\angle EAD = 90^{\circ}+\alpha。$
$\therefore$ $\angle AED=\frac{180^{\circ}-(90^{\circ}+\alpha)}{2}=45^{\circ}-\frac{1}{2}\alpha。$$\because$ $AE = AB,$$\angle EAB=\alpha,$
$\therefore$ $\angle AEB=\frac{180^{\circ}-\alpha}{2}=90^{\circ}-\frac{1}{2}\alpha。$$\therefore$ $\angle DEB=\angle AEB-\angle AED=(90^{\circ}-\frac{1}{2}\alpha)-(45^{\circ}-\frac{1}{2}\alpha)=45^{\circ}。$
(2)补全图形如图所示,$DE = \sqrt{2}CF。$
如图,过点$C$作$CG\perp CF,$交$FD$的延长线于点$G。$$\because$ $BF\perp DE,$$\therefore$ $\angle EFB=\angle BFD = 90^{\circ}。$
$\therefore$ $\angle BFC+\angle CFD = 90^{\circ}。$$\because$ $CG\perp CF,$$\therefore$ $\angle FCG = 90^{\circ}。$
$\therefore$ $\angle CFD+\angle G = 90^{\circ}。$$\therefore$ $\angle BFC=\angle G。$
在正方形$ABCD$中,$BC = CD,$$\angle BCD = 90^{\circ}。$$\because$ $\angle BCD=\angle FCG = 90^{\circ},$$\therefore$ $\angle BCF=\angle DCG。$
$\because$ $BC = CD,$$\therefore$ $\triangle BCF\cong\triangle DCG。$$\therefore$ $BF = DG,$$CF = CG。$
$\therefore$ $\triangle FCG$是等腰直角三角形。$\therefore$ 易得$FG=\sqrt{2}CF。$
由(1),知$\angle DEB = 45^{\circ},$$\therefore$ $\triangle BEF$是等腰直角三角形。$\therefore$ $EF = BF。$
$\therefore$ $EF = DG。$$\therefore$ $EF + FD = DG+FD,$即$DE = FG。$$\therefore$ $DE=\sqrt{2}CF。$