It's up to you how many materials you enable refractive caustics on. The suggestion is to only do it on those materials where it really matters, rather than on all materials (so that computation time is not spent on something that is not visible or only barely visible in the scene). Enabling the fast caustics solver enables reflective caustics for all materials, but refractive caustics are enabled per material at your discretion.
I am not sure what you mean in the first question - if you want to render any sort of render element that involves light calculations, you do also need to render the beauty pass (if you only want mask render elements, because they don't involve lighting calculations, you can use the "Render only masks" option for those). So if you wanted a refraction render element, or a caustics render element, then you would also have to have a Beauty pass, as shading needs to be running.
