Hi Piyush,
Please find the answers below for your queries.
1. Create a universe on top of a BEX query
Yes it is possible to create a universe on top of Bex query using Relational connection in IDT
2. Create a universe on top of BW infocubes.
Yes, it is possible to create universe on top of BW infocubes using Relational connection in IDT
3. Consume BW infocubes through BICS connection, without a BEX query.
Not possible to consume BW Infocubes through BICS connection, only Bex queries are supported for BICS connection.