No, the a:active is a pseudocalass, like a:hover and a:visited. Those are part of the HTML specification, and have nothing to do with MODx or Wayfinder.
http://www.html.net/tutorials/css/lesson6.asp
Wayfinder will addd a classname:
<li class="here"><a href="...">
then you can style the li.here and any of its children in your CSS. Or you can change the classname it uses, or you can use a custom chunk template for the "active" elements to make them do anything you want.
As far as getting different menus for each Wayfinder call, you need to change the &startId to the document/container that you want to be the root of the given menu. For example, your main menu will probably have &startId=`0`, while the menu for your News section might have &startId=`6`, if the container for your news items is document #6.