NRPE can run all of the same plugins that nagios can run. So, your host with the NRPE daemon can run check_http, check_ssh, etc., against other hosts. This is useful if you have a single host behind a firewall/NAT that you want to check other hosts that it can see (but are unavailable from the nagios hosts's view).
As far as checking sda: see the output of check_disk --help
check_disk can use device names, filesystem mountpoints, or regular expressions that match either of these.
By default, it will check all disks (anything that's in mtab, actually. this includes shm, devfs, tmpfs, etc.)