Typically a mysqldump is a dump of a database. If that's how you used the command then yes, a mysqldump it would also have that table in it. If you used mysqldump to only dump a specific table or a subset of the database tables then it would depend on if you passed it that table.
MySQL created that file. It's purpose is to house the data for the ost_file_chunk table.
What is the relationship between the ost_file_chunk.ibd and ost_chunk table?
It is the ost_file_chunk table.
There is no such table as a ost_chunk table.