why I can not see the HTML source code from browser when I generate a jpeg format graphic?
i'm not sure what you're talking about, the source code is always available, please explain
why it do not support gif format when I set "gif" format?
gif is copyrighted, and the authors gave the creators of gd much trouble for including the gif encoding, so they decided not to use it.. although very popular, there are formats that do the same thing as gif and better, like PNG.
if you really really must use gif, there are older gd versions with gif around.. but use png instead..