It's likely that's not a font, but actually the photographer's real signature, put onto photoshop using a graphics-pad/digital writing tool. You can find similar "handwritten" fonts here:
http://www.dafont.com/theme.php?cat=603
Regarding watermarks, they're added usually with Photoshop. In order to create a watermark, you'd upload your image to a canvas, create a new layer, put the watermark in this later, and then save the image again.
There are different kinds of watermarks. If you're intending on selling graphics here at sythe, obtrusive watermarks are used to show your client versions of the graphics you make to ensure they're happy with the image before taking their money. That's usually your username slapped over the entire image on low opacity, like so:
The watermark is just see-through enough that you can get a good idea of the signature design, but it also makes it impossible for someone to claim it as their own.
Alternatively, you can have a copyright watermark. This can go on anything you want if you're selling it or posting it. These are generally small with a logo of some sort that you regularly superimpose on any graphic you distribute. An exactly is Kinaethsic's or Moon Glare's graphics, or basically ANY photography company you can think of.
Here's an example:
Notice the stamp in the lower right. It's not intrustive on the image, but it clearly states the artist who snapped this photograph
I hope that's helped.
