Im Confused about 3d Models/ Shaders

This is coming from a complete noob about this stuff, so don’t hate, appreciate.

What is a Shader?
Is it Related to 3d Models?
Are Shaders made through modifications to the 3d Model?

Also, lastly, How would i go about making a collision Box for a moving Animation, would the Radius be automatically adjusted by the animation?

Had these questions for a while, thanks!

Appreciate what?

http://unity3d.com/support/resources/unite-presentations/shading-and-shadows