1. Yes, BitShares UI is wallet and exchange in one
2. No, it is a built-in feature of the BitShares Blockchain. You can configure your own BitShares UI deployment to only a selected amount of assets
3. Graphene is coded in C++, already pointed you to the person in charge. There is no easy way to lean Graphene. Try and fail, and fail again. And then, suddenly, it's working and you don't remember why, because all of your head is filled with beautiful Graphene knowledge.