Yes, all the costume stats will stack on top of each other collectively even if you aren't wearing the costume at the time. 

Costumes can be obtained through many of the events that happen in MU Dark Epoch. From the starter event to the really high end events you can pick these costumes up at various costs and sometimes even F2P. With the events that last longer than a few days you typically have a good shot of picking up the costume for free or at least a few pieces throughout the duration of the event.