GSM/EDGE does not support concurrent voice and data calls. (Technically, Class A devices and cell site equipment can do it, but basically nobody has ever implemented Class A.) UMTS (and derivatives, like HSDPA) does support concurrent voice and data. UMA/GAN also supports concurrent voice and data.
As to what happens when you have a data call up and a voice call comes in: that seems to vary by mobile operator. Some will drop the data connection for the voice call, while others will simply send the voice call to voice mail.