(1) 证明:连接OE.
$\because$ AB是$\odot O$的直径,$\therefore ∠ ACB=90°.$
$\because$ CE平分$∠ ACB,$$\therefore ∠ ACE=\frac{1}{2}∠ ACB=45°.$
$\because \overset{\frown}{AE}=\overset{\frown}{AE},$$\therefore ∠ AOE=2∠ ACE=90°.$
$\because EF// AB,$$\therefore ∠ AOE+∠ FEO=180°,$
$\therefore ∠ FEO=90°,$$\therefore OE⊥ FE.$
又$\because OE$是$\odot O$的半径,$\therefore EF$与$\odot O$相切.
(2) 解:连接OG,OC.
$\because ∠ CAB=30°,$$∠ ACB=90°,$$\therefore ∠ B=60°.$
$\because OB=OC,$$\therefore △ OBC$为等边三角形,
$\therefore ∠ COB=60°,$$\therefore ∠ AOC=180°-∠ COB=120°.$
$\because EG⊥ AC,$$∠ ACE=45°,$$\therefore ∠ MEC=45°.$
$\because \overset{\frown}{CG}=\overset{\frown}{CG},$$\therefore ∠ GOC=2∠ MEC=90°,$
$\therefore ∠ AOG=∠ AOC-∠ GOC=30°.$
$\because AB=8,$AB是$\odot O$的直径,$\therefore OA=OG=4,$
$\therefore \overset{\frown}{AG}$的长$=\frac{30π×4}{180}=\frac{2π}{3}.$