You usually can get miles on flights booked through Expedia, but dealing with those kinds of intermediary services can be a real pain in the butt if you need to make changes or especially if your flights get delayed, canceled, etc. due to weather or mechanical problems. Much better to buy directly from the airlines.

No, I'm afraid you can't get miles from a friend's flight. The only exception is if you buy his/her ticket with a miles-accumulating credit card, in which case you get the dollar value of the ticket converted into miles. But that just gets us back to where you started with your question.