Yes on all 3. I don’t have the alarm but I have the other two. Had no problems with either. Though the key fob is not officially supported, so you will need to do some copying and pasting of code in the IDE.
You may need some repeating devices, depending on where you place your hub. The chart details the distances you should expect from a zwave device.
As all of the sensors you listed are battery powered, none of them will repeat/enhance your zwave network. The alarm might.
The individual devices should work with SmartThings, but that doesn’t necessarily mean you’re going to end up with the security system you envision. Before going too much further down this path I would read the security FAQ and follow the links that are in that topic as well.
SmartThings can work quite well as a notification/monitoring system for non-critical items. For example, I have it set up to let me know if the window was left open in the guestroom when rain is expected. But it doesn’t really compete head-to-head with a purpose built security system for most people even if you’re using the same devices. You’ll see the details in the example use cases in the links.