1. Will the commands that i had given earlier work whenever the thief switches it on again or do i need to send them again.
if you send command SMS, and the phone gets switched on with the sim card in working condition, the commands will be executed. web commands won't be executed later on.
2. As it is said that avast will work even after sim change, then it will automatically send these sms to the new number. naturally the first instinct of that person would be to switch off the phone after finding the phone locked or due to ringing of its siren. how will avast help me then?
I agree with you - a thief would probably turn off a locked phone. Avast helps you protect your privacy here. I, for my part disable the lock and siren function on my phone, in order to keep the phone in working condition for a potential thief. This increases my chances of getting the phone back.