So, problems are solved, thanks a lot Bruce!1. gp.Exists works nicely
Dim dt As Object = ""
Dim bExists As Boolean = gp.Exists(path, dt)
2. GPUtilities class has AddToMap function
Dim pGPUtil As IGPUtilities
Dim pDataElement As IDataElement
pGPUtil = New GPUtilities
' Add a rasterdataset to the map
pDataElement = New DERasterDataset
pDataElement.CatalogPath = path
pGPUtil.AddToMap(pDataElement, "", False, Nothing)
' Add a featureclass to the map
pDataElement = New DEFeatureClass
pDataElement.CatalogPath = path
pGPUtil.AddToMap(pDataElement, "", False, Nothing)