1 - Just like we cannot find "did" in an English dictionary (unless it is listed alongside "to do"), Sindarin's agor "did" (agórer "they did") as the past form of car- "to do" does not appear in dictionaries as well. This does not make agor any less real than "did". Both Quenya and especially Sindarin change the forms of words depending on their roles and such. This makes it so that words which appear in phrases are seemingly non-existent in dictionaries, because only the base forms can be found.
2 - If you mean to ask whether "Elvish" (which actually refers to more than one language) has its own grammar, the answer is a resounding yes. Both Quenya and Sindarin have numerous intricacies that distinguish them from other languages, as the first answer demonstrated. Hence it is unwise to approach the languages with only a dictionary. A dictionary by itself can help neither for making names nor for forming sentences by itself, such an approach is bound to yield inaccurate results.