I don’t use Laravel but as far as I understand its “facades” are simple static wrappers around application components. You can write similar static classes relatively easily, but I can’t really see why would you need them in a Yii application.
No, you don’t have to. Yii’s autoloader loads them automatically. The “use” statements have nothing to do with class loading and you can omit them if you want, but if you do, you have to use the fully qualified name of the class every time, which can be inconvenient.