These are BIG questions and it really depends on the game, the media, the resources and what you actually need.
If a game has several environments that the player will interact with, you might need different ways to handle the interaction and therefore may want to load in the different environments as necessary. For example, being outside on a terrain may function completely different than being inside a building or under water. You may have triggers, that load in the specific objects for the environment and then use specific routines to control the interaction with that particular environment.
So in general, depending on the game size and needs, you'll load in different sections or levels as needed/triggered and you may have specific code for those levels or environments.
A racing game, for example, will generally have 1 game engine or programming method where all of the control, physics, etc. are the same from one track to the next. The only thing you would load would be different tracks and maybe different racers.
A space ship combat game that allows landing on planets may have several different engines so to speak. One set of controls for space combat, and another set of controls for walking around on a planet.
As far as making the media for a game, you may use several different tools depending on what you need, what you can afford, and your design skill level.
also, your question might be read as "should everything be coded in the same programming language?" That also depends. DarkBASIC Classic (DBC) is an interpreted language. That means it's sort of a language within a language. That means it can be slow for certain things. Even with todays modern computers that can execute DBC code pretty fast, there are some things that you may need to speed up. You might then use a DLL to execute commands or functions not included in the base programming language.
as an example, check out this collision library. It is DLL that has some collision detection that performs faster in some regards to the built in collision in DBC.
http://forum.thegamecreators.com/?m=forum_view&t=196131&b=10
Enjoy your day.