Yes, just use those two. For Bullet its the same, gdx-bullet.jar and gdx-bullet-natives.jar
The ARM files are probably separate since you wouldn't distribute your application in a .jar for those devices in the first place (need RoboVM for iOS, .apk and DEX for Android), so cant put those in the *-natives.jar.
And the .jar files you've mentioned are just java/jni wrappers on the top of the cross-compiled ( in case of ARM ) libraries. So you need to add .so (dll) file for x86 to support PC.
No, the *-natives.jar contains those. Its designed that way so you don't have to specifically create a directory path to load the native libraries (unlike say, LWJGL), libGDX resolves the path automatically loading them as resources inside the natives jar. You can open them with anything that supports ZIP compression to see whats inside, you'll see the .dll for windows, .so for Linux and .dylib for OSX, x86 and x86_64 versions.