Add Expires headers

Question 1

The easiest way to add these headers is a .htaccess file that adds some configuration to your server. If the assets are hosted on a server that you don't control, there's nothing you can do about it.

Note that some hosting providers will not let you use .htaccess files, so check their terms if it doesn't seem to work.

The HTML5Boilerplate project has an excellent .htaccess file that covers the necessary settings. See the relevant part of the file at their Github repository

These are the important bits

# ----------------------------------------------------------------------
# Expires headers (for better cache control)
# ----------------------------------------------------------------------

# These are pretty far-future expires headers.
# They assume you control versioning with filename-based cache busting
# Additionally, consider that outdated proxies may miscache
# www.stevesouders.com/blog/2008/08/23/revving-filenames-dont-use-querystring/

# If you don't use filenames to version, lower the CSS and JS to something like
# "access plus 1 week".

<IfModule mod_expires.c>
  ExpiresActive on

# Your document html
  ExpiresByType text/html "access plus 0 seconds"

# Media: images, video, audio
  ExpiresByType audio/ogg "access plus 1 month"
  ExpiresByType image/gif "access plus 1 month"
  ExpiresByType image/jpeg "access plus 1 month"
  ExpiresByType image/png "access plus 1 month"
  ExpiresByType video/mp4 "access plus 1 month"
  ExpiresByType video/ogg "access plus 1 month"
  ExpiresByType video/webm "access plus 1 month"

# CSS and JavaScript
  ExpiresByType application/javascript "access plus 1 year"
  ExpiresByType text/css "access plus 1 year"
</IfModule>

They have documented what that file does, the most important bit is that you need to rename your CSS and Javascript files whenever they change, because your visitor's browsers will not check them again for a year, once they are cached.

Question 2

try this solution and it is working fine for me

## EXPIRES CACHING ##
<IfModule mod_expires.c>
ExpiresActive On
ExpiresByType image/jpg "access 1 year"
ExpiresByType image/jpeg "access 1 year"
ExpiresByType image/gif "access 1 year"
ExpiresByType image/png "access 1 year"
ExpiresByType text/css "access 1 month"
ExpiresByType text/html "access 1 month"
ExpiresByType application/pdf "access 1 month"
ExpiresByType text/x-javascript "access 1 month"
ExpiresByType text/css "access plus 1 year"
ExpiresByType application/x-shockwave-flash "access 1 month"
ExpiresByType image/x-icon "access 1 year"
ExpiresDefault "access 1 month"
</IfModule>

<IfModule mod_headers.c>
  <FilesMatch "\.(js|css|xml|gz)$">
    Header append Vary: Accept-Encoding
  </FilesMatch>
</IfModule>

<ifModule mod_gzip.c>
mod_gzip_on Yes
mod_gzip_dechunk Yes
mod_gzip_item_include file .(html?|txt|css|js|php|pl)$
mod_gzip_item_include handler ^cgi-script$
mod_gzip_item_include mime ^text/.*
mod_gzip_item_include mime ^application/x-javascript.*
mod_gzip_item_exclude mime ^image/.*
mod_gzip_item_exclude rspheader ^Content-Encoding:.*gzip.*
</ifModule>

<IfModule mod_deflate.c>
SetOutputFilter DEFLATE
AddOutputFilterByType DEFLATE text/html text/css text/plain text/xml text/x-js text/js 
</IfModule>

## EXPIRES CACHING ##

Question 3

You can add them in your htaccess file or vhost configuration.

See here : http://httpd.apache.org/docs/2.2/mod/mod_expires.html

But unless you own those domains .. they are our of your control.

Question 4

<IfModule mod_expires.c>
    # Enable expirations
    ExpiresActive On 

    # Default directive
    ExpiresDefault "access plus 1 month"

    # My favicon
    ExpiresByType image/x-icon "access plus 1 year"

    # Images
    ExpiresByType image/gif "access plus 1 month"
    ExpiresByType image/png "access plus 1 month"
    ExpiresByType image/jpg "access plus 1 month"
    ExpiresByType image/jpeg "access plus 1 month"

    # CSS
    ExpiresByType text/css "access plus 1 month"

    # Javascript
    ExpiresByType application/javascript "access plus 1 year"
</IfModule>

Question 5

In ASP.NET there is similar object, you can use Caching Portions in WebFormsUserControls in order to cache objects of a page for a period of time and save server resources. This is also known as fragment caching.
If you include this code to top of your user control, a version of the control stored in the output cache for 150 seconds. You can create your own control that would contain expire header for a specific resource you want.

<%@ OutputCache Duration="150" VaryByParam="None" %>

This article explain it completely: Caching Portions of an ASP.NET Page