Regarding the afterlife, Orthodox Jews believe that there are certain places prepared for the soul after it leaves the body. One such place is where the soul can repose, if it is worthy, until the Resurrection. The other is a place where it is purified with punishments if it bears sins that prevent it from enjoying such a repose. This is very similar to the Roman Catholic doctrine of purgatory, or the demon toll houses of the Eastern Orthodox.
The place of repose is known as the "Garden of Eden", and it has an upper level and a lower level. "Gehinnom" is where souls are punished. Just as there are levels of delight in the Garden, there are levels of suffering in Gehinnom.
If for some reason there is a soul that is not worthy of reward, it is punished until it is completely destroyed. However, the Talmud states that this will only occur to a minuscule minority of Jews.
As far as salvation for non-Jews, God granted them a divine soul (neshamah) which the Talmud says is somewhat like that of the Jew, but on a much lower level. The non-Jew is given the 7 Universal Commandments to follow. These are also known as the Noachide Laws.
A Non-Jew is not to keep the Sabbath in the same manner as the Jew, nor is a non-jew to have a mezuzah on his door. A non-jew is allowed to study Torah, but is limited to areas of the Torah which will aid him in betterment of himself. Most of the Talmud is not to be studied by the Non-Jew. Non-jews are also not to use tefillin.
The Sabbath was a gift that God gave to Israel. He did not give this to any other people, and the unique elevation which a Jew experiences on the Sabbath is not fitting or intended for a non-Jew. This is why a non-Jew is not allowed to celebrate the Sabbath in the same manner as the Jews.
According to Orthodox Judaism, the souls of righteous gentiles will be allowed to exist in the future world, but only as an addition or attachment to Israel. They will therefore be secondary to the Jew in the world to come.
As far as sacrifices, these can be performed by Jews only in the Temple. However, there is nothing in written or oral Torah which forbids sacrifices by Noachides, as Noachides do not have to be in a temple to offer a sacrifice to God.
If you need cites for any of this information, write me and I will send them to you. Please remember that Judaism is not a cohesive religion in that there are many different opinions and interpretations of scripture. The above are certainly shared by most Orthodox Jews, and are helpful in understanding the Orthodox view of Scripture and Jewish law.
~cleopa