解:?$(1)$?∵?$AC⊥BD$?,?$∠CAD=45°$?
∴?$AC=DC$?,?$∠ACB=∠DCE=90°$?
在?$Rt△ABC$?與?$Rt△DEC$?中
?$\begin {cases}{AC=DC}\\{AB=DE}\end {cases}$?
∴?$Rt△ABC≌Rt△DEC(\mathrm {HL})$?
∴?$∠BAC=∠EDC$?
∵?$∠EDC+∠CED=90°$?,?$∠CED=∠AEF$?
∴?$∠AEF+∠BAC=90°$?
∴?$∠AFE=90°$?
∴?$DF⊥AB$?
?$(2)$?∵?$S_{△BCE}+S_{△ACD}=S_{△ABD}-S_{△ABE}$?
∴?$\frac {1}{2}a^2+\frac {1}{2}b^2=\frac {1}{2}·c·DF-\frac {1}{2}·c·EF=\frac {1}{2}·c·(DF-EF)=\frac {1}{2}·c·DE=\frac {1}{2}c^2$?
∴?$a^2+b^2=c^2.$?