"My Thermastat was sticking which cause my water pump to fail." Thermostats will open at the temperature they are designed to open at. They close when the engine is not at this temp. If the Thermostat is stuck, they usually stick open is my understanding and take forever to reach operating temp. But lets pretend it stuck closed. The pump would pump coolant through the engine but not to the rad. This is part of how the pump was meant to work. I doubt a stuck thermostat would cause the pump to fail.
"This created pressure and crack one of the expansion plugs" Expansion plugs are to pop out if they experience high coolant pressure (overheating without relieving pressure from the rad cap or not enough anti-freeze in cold and the water expands). I doubt the pump created enough pressure to crack a coolant plug because it is designed to flow coolant not pressurize it and the plug would more than likely have popped out. But it could have corroded and allowed coolant to seep through the crack.
"I openned the hood and found out smoke was coming out of the oil cap on the block." Oil cap on the block? Dipstick tube or oil filler neck on valve cover? I didn't know that my 2.3L or the 5.0L had a filler cast into the block. Lawnmower and some old import engines have places to fill in the block, but not the engines in the foxes. Was smoke billowing out or did you take off the filler cap and there was a slight wisp of smoke or steam? This is normal.
"So far I took apart my engine and found out that the air intake gasket was torn"
We call air intake, the intake manifold, unless it is the air tract before the throttle-body, but that's just a FYI. The torn gasket, could that be from when you separated the upper and lower manifolds or the lower manifold from the head? I have had many gaskets stick to both pieces at once and they end up tearing.
"I just have to take the rocker arms off. How Do I do this? Are they on a time sequance?" Why do you have to take the rockers off? what will removing them do to help pinpoint the overheating issue if you have an overheating issue? On a time sequence? Well they follow the camshaft so yes. If you feel removing them is important, remove the ones that have the valves closed (rocker arms up). then rotate the engine a little until some more have closed until you get them all off for whatever good this will do.
This is a very jerk kind of post but what I am trying to illustrate is that perhaps you should find some one who can do this along with you. I can see you want to learn and that is great, this is what AFM is for, but I don't want you to destroy your car.
First off, is your temp gauge correct? Are there other oil leaks or drips that could have caused this smell?