It depends. If they don't violate copyright laws and are not for commercial purposes, they might be okay. But if they copy official content without permission, it's likely illegal.
There aren't any. The Pokemon world is focused on adventure and friendship, not such inappropriate content. Such comics would go against the nature and values of the Pokemon brand.
First, you need to have a clear story idea. Decide on the characters, their adventures, and the overall plot. Then, start sketching out rough designs for your Pokemon characters and the scenes.
First, study the official Pokemon designs. Pay attention to details like their colors, shapes, and expressions. Then, work on creating dynamic poses and scenes. It also helps to learn some basic comic composition techniques.
The connection is quite significant. Many Nintendo Pokemon games draw inspiration from the comics for their quests, characters, and settings. Also, the popularity of the games boosts interest in the comics and vice versa.