I would like to know if with Vanitygen it is also possible to generate thousands of addresses with keys and output them in a file
Yes. But what are you trying to do?
Usually those requests mean someone's trying to brute-force existing addresses, which won't work.
is there a version of Vanitygen that runs with a GPU like Nvidia?
Of course. You should start by reading
the OP.
generate addresses of different altcoins
This board isn't the right place for discussing altcoins.