2 simple questions :
Do all http requests make thru http adapter do go thru the worklight server first?
If so then does it mean even a http
I think you are missing an important point about the adapter architecture in WL. The adapter lives in the server, so by definition, any request you make with it will "go thru" the server. However, the information is not going through your WAS (or Tomcat) server.
Is there a reason you don't want to use the adapter? I would recommend using it since it makes it easier to pull down data, whether from a RESTful http call or database query.
If you did want to get around the adapter, there are issues with cross-domain authorization. I don't have much experience in this area, but you may be able to get around it using something like jQuery.ajax().