Not only America! ;) You'd only use these words in 2 situations: 1) you know the people you're talking to VERY well (I mean, you're old and casual friends and normally talk like that), and 2) if you're about to fight someone. Some people swear to provoke, and in other cases it's used to emphasise your sentences... strong language. I think if you're learning a second language (any language) it's useful to know how people swear, but never use the words... you'll likely sound very silly, due to your natural accent.

Peachly is correct, except I think I should add that most swear words have almost lost the ability to shock or offend due to their over-use. In western society, racial slurs and name calling have become the offensive words now and are far more frowned upon than most of the swear words you mentioned. Interestingly, most are derived from the forerunners to the English language (Anglo-Saxon & Franco-Germanic), and were words with sexual connotations. Let me reinforce what Peachy said, by all means learn the swear words, but unless you are a natural speaker, the swearing will sound very contrived and out of place. There was one exception. I once worked with a lady from Germany, and she first lived in Australia in a mining camp with her manager husband. She was the only woman at the camp, and learned her English talking with the men, who all swore a lot. When she moved to the city, she had to re-learn her English, but this time without swearing. She could swear totally naturally, even though she was a very refined lady, but once she she learned polite English, she never swore again.