That is a great (and quite complicated) question! The answer to your question will depend on the properties of the surfactant as well as the medium (air, organic solvent, etc.) that is located above the water.

As you may be aware, surfactants (nonmagnetic) can be either "single-tailed" with one hydrophobic group per (hydrophilic) headgroup or "double-tailed" with two hydrophobic groups per headgroup. Since double- tailed surfactants have a much larger hydrophobic domain than single-tailed surfactants (per hydrophilic headgroup); then you can imagine that double-tailed surfactants are much harder to remove from (or concentrate at) an interface. Keeping this in mind, my guess would be that a single-tailed surfactant would be much more responsive to a magnetic field than a double-tailed surfactant. There are certainly many other parameters about surfactants (headgroup chemical formula, tail lengths, etc.) that can also vary.

The medium above the water phase will also be extremely important (in the air-water-surfactant case you have described air is the medium I am referring to). This medium is so important because the spreading behavior of a surfactant is due to the fact that water "doesn't like" to be in contact with hydrophobic (non-polar) surfaces. Water pays an energy penalty when in contact with hydrophobic surfaces because water is extremely polar and forms hydrogen-bonding networks (between neighboring water molecules) and cannot do this at hydrophobic surfaces. Therefore, the more hydrophobic the third medium is (air is extremely hydrophobic - more so even than Teflon), the more the surfactant "wants to stay" at the water surface, and the less likely a magnet is to remove or concentrate the surfactant.

In fact, there is a video of a magnetic surfactant in the link below. This link also contains a great discussion of the potential uses of magnetic surfactants. In the video, the bottom brown phase in the vial on the right is the magnetic surfactant and the clear phase on the top is an unspecified organic solvent. You can see that the surfactant initially sticks to the magnet in the organic solvent but then drops off of the magnet when the magnet is lifted into the air phase (the reason for this is a mix of gravity and surface tension).

Video:
click here

Thanks for the great question, and please feel free to follow up with more questions if you can think of anything else!

Magnetic surfactants will be attracted to the magnet. The video in the answer above shows it.

Depending on the strength of the magnet, the surfactant may be attracted. There are 2 competing forces. The first is the tendency for the surfactant to spread out across the water, and the second is the tendency for the magnetic particles to be attracted towards the magnet. In most cases you would encounter in a home- experiment, the magnetic attraction would likely be stronger, and you'd see the magnetic surfactant clump around the magnet.