If I were to live stream on twitch, how can I connect a microphone, so people that are...

Hi, my name is Fernando and I am an independent consultant for Microsoft products.

Are you sing Twitch on PC?

In the following link you can see a good tutorial explaining how to setup your audio settings:

Did you already

If you're streaming from an Xbox console, then your headset mic should work. If you are streaming from PC, any USB Mic should work.

In the Twitch settings while streaming you can choose to mute your mic so that your voice won't be heard on your stream. Your friends will still be able to chat with you.

Regarding your second question, even with the microphone on, the twitch stream does not pick up the voices of other people in your party. I actually found this forum trying to find a way to make twitch pick up the voices of my friends as well as my own.

Twitch live stream the whole E3...

But i don't know how Twitch will manage and do,their live stream.

Yea, depending on how he has the stream set up (whether its PC or on Xbox) all people in an Xbox Party or within earshot of his Microphone (that's a given) will be heard on the stream. One of my friends prefers to use Twitch to stream over Mixer and he doesn't
often tell us he's streaming because it doesn't show up on Xbox Live like Mixer does.

But yes, you should be heard by default depending on how he has the stream set up.