it does depend on the file, and has nothing to do with winamp. It does have to do with the codec used to encode, and the settings used to encode. Winamp, by far, is not the limiting factor in "frequency response range." the encoding is probably the most limiting factor in most cases, with your sound card and speakers in a fairly distant second.
you are correct, 44.1kHz is the most common sample rate. it also depends on the file, and if your sound card supports it.