How effective is azelaic acid for treating pimples and white heads. more effective than tretinoin or less. can they be used together in conjunction?

Yes: It is effective and can be combined.

Depends: For most people with whiteheads and blackheads who don't respond to otc treatments, Retin-A (tretinoin) is an excellent first-line medicine. It will cause some drying and peeling (expected). Using it in conjunction with azalex may be a little too much drying. I'd discuss with your dermatologist what the best options would be for you in particular.