Yes, as of minecraft 1.4, the Wither was added to Minecraft. It is created by placing two blocks high of soul sand, then adding two "arms" of soul sand. Then, on the three top blocks, place three Wither Skeleton Skulls, which are obtained from fighting Wither Skeletons as a rare drop, which are found in Nether Fortresses.
When you build the wither boss, it should look like this:
[SKULL] [SKULL] [SKULL]
[S . S .] [S . S .] [S . S .]
_______[S . S .]
'S . S .' stands for Soul Sand. When you build it, the wither boss will automatically spawn. I would advise building it in the Overworld, because there you will have a smaller chance of being thrown in lava.
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In order to to the nether you need a portal.
A Nether portal is an obsidian structure that can transport players to or from the Nether dimension. USB doesn't come into it anywhere. The 'Minecraft USB nether portal' is just a YouTube fake.
There are 2 portals you can craft in Minecraft. The Nether Portal and The End Portal.
You cant go to Olympus but you can go to the nether.
A portal to the Nether requires ten Obsidian blocks (eco version) or fourteen Obsidian blocks for the full version.