Let's answer the first one. If you know the PDF for $Z$, say $f_{Z}\left(z\right)$, then $f_{c\cdot Z}\left(c\cdot z\right)$$f_{c\cdot Z}\left(x\right)$ is found from the probability definition:
\begin{equation} \begin{split} \text{Pr}\left\{c\cdot Z < z \right\} &= \text{Pr}\left\{Z < \cfrac{z}{c} \right\} = F_{Z}\left(\cfrac{z}{c}\right) \quad \text{so} \\ \cfrac{d}{dz}\left[F_{Z}\left(\cfrac{z}{c}\right)\right] &= \cfrac{1}{c} f_{Z}\left(\cfrac{z}{c}\right) \end{split} \end{equation}\begin{equation} \begin{split} \text{Pr}\left\{c\cdot Z < x \right\} &= \text{Pr}\left\{Z < \cfrac{x}{c} \right\} = F_{Z}\left(\cfrac{x}{c}\right) \quad \text{so} \\ \cfrac{d}{dx}\left[F_{Z}\left(\cfrac{x}{c}\right)\right] &= \cfrac{1}{c} f_{Z}\left(\cfrac{x}{c}\right) \end{split} \end{equation}
So, applied to a chi-square, just scaled the PDF for $\chi_{N}^{2}$ by $\cfrac{1}{\sigma^{2}}$ and scale it's argument by the same $\cfrac{1}{\sigma^{2}}$ and plot it.