I understand that you would want to create UI screens in Axure, Sketch, or other wire framing tool for Pega application and hence you want to import the Pega UI/UX library to build/create the same.
Pega product itself has portal called "Designer Studio". In this portal it has provided all the required components and work spaces to build complex UI screens and models. You don't need Axure, Sketch, or other wire framing tools to design screens. For business architects , "Pega Express" is the portal that should be used to design/build mockups. Pega is not providing UI/UX library separately to build UI screens that can be used with external wire framing tools.
You want use your branding for different UI components. For this, you have to give one time effort to create "Skin" rule in Pega. Once the skin is created you will be having all the UI components. You can specify the format for each component which can be reusable across the application(s) and portals
Recommendation for your own UI pattern/Library or Any Pega provided library available to customize.
Most part of this question is answered in Q1 and Q2. In addition, Pega has rich repository of UI components, models, controls and so on.. If one is not suitable to your requirement, either you can customize that the pega provided or create you own which you can use with in pega applications.
You can use skin rule in Pega for branding your application/portal. To create mock up screens, you can start with "Pega Express". This is a portal which is exclusively designed for Business Architects to create UI mock ups and process models and more.. However, the same is possible with Pega Designer Studio.
Yes, Video Tutorial is available as course. Please enroll and continue reading the course "Pega 7 UI Specialist". Navigation : go to your account in pdn.pega.com-> Academy -> Course Library -> By Product -> UI Specialist (7.1).
Please note that if you are beginner in Pega, It is recommended to start with System Architect Essentials I and II before UI Specialist
Hope this helps. Please feel free to reply your thoughts on this.