The background image is created by a GUITexture component linked to the CharacterSelectScreen-Prefab.

To integrate the background image into your OnGUI, you have to do the following steps:
At first, select the CharacterSelectScreen-Prefab and delete the "GUITexture"-Component in the inspector window.

Now open the  CharacterSelectionScript.cs file and add the background.

1.) add a Texture2D-variable:

after 

public Texture2D p2Overlay;

add

public Texture2D BackgroundImage;

2.) add the background image:

after

void OnGUI(){
        GUI.skin = customSkin;

add

GUI.DrawTexture(new Rect(0,0,Screen.width,Screen.height), BackgroundImage,ScaleMode.StretchToFill);

3.) select the Prefab again and choose a background image inside the inspector window:

Now you have your background image inside the OnGUI()-function and you can simply change the order of all the layers.
I don't know, if it is good to place such huge graphics inside the OnGUI(), but that's the way I did it for all our menu- and selectionscreens and it worked great.

No, I used PNG-files. You can't use 3D-models infront of an interface created with OnGUI().
It's possible if you only use GUI-Textures or if you create a 2D/3D-mixed interface.

If you want to do so, here is a very helpful tutorial: http://www.41post.com/3255/programming/ … d-elements

I think the fonts used by UFE are common bitmap fonts. You can create such fonts for example here: http://kvazars.com/littera/
Export as XML/PNG and inside Unity convert them with "CJFinc: Bitmap Font Tools". Works great.