Color Ramp

Correct me, if I´m wrong but I think, the Color Ramp is working in two steps. First changes everything into a grayscale picture and then replaces grey values by colors or Alpha values. If not, how does this node “realy” work inside.

it can be, but it can also be a little more complicated than that. It takes a numeric value, or if a color collapses it to a number between 0 and 1. Then based on the color/alpha set on that bar, outputs that color/alpha. So if you have opaque red on the left, transparent yellow in the middle, and opaque blue on the right, an input of .75 will give a semi-transparent green. see the wiki on both colorbanding in materials, colorbanding in textures, and the colorband node; they all do the same thing.