I want to be a writer of novels, plays, screenplays, in addition to directing. How should I pursue my interest?

Write. That's what a writer does. Write in your spare time, keep practising; getting better and better. When you've got something good enough to sell, you send query letters to production companies or publishers to see if they're interested in reading your manuscripts with a view to publish/produce them. You can't 'get a job' writing this stuff - you just have to do it and be good enough to beat the competition.

The best ways to get into directing are by doing other related jobs first (production assistant of some kind on a film crew for example) or by going the indie route and making your own films. Again, it's a case of talent and luck; you've got to prove yourself before anyone'll pay you big money to do it. Join your local amateur theatre company if you have one and look for opportunities to direct there. Write and direct your own movies and enter them in festivals.

Good luck!

For writing, take a minor in creative writing. The major should be in business or another field which will lead to a job with which you can support yourself while you try to sell your written work.