From My Apps, click on the plus sign and choose New App. Then, select iOS app and complete the required metadata. You can find more detailed instructions in the Add a new app section of App Store Connect Help.
If you are unfamiliar with the Messages framework, but want to learn how to get started, you can read about it here.
No, this is not possible once the app is live on the App Store. For more information, see Change iMessage app type.
Yes, you may submit a sticker pack to the App Store for iMessage, and later submit an iMessage app as an update to the existing app. Before doing this, be sure to understand the App Review Guidelines. You can find information about Creating a new version in App Store Connect Help.