1) yes, it is always possible to extract stuff like that from a DLL. All you need is a resource editor/extractor like
Resource Hacker or
PE Explorer.
2) It is very possible to use a DLL instead of seperate files to skin Messenger using Messenger Plus! Live. It is simply not done a lot. But there is nothing which would make it impossble, it has always been supported from the start.
3) You should never use stuff created by others without the original author's explicit consent.