1. Is dice a kind of cryptocurrency?
Yes it is, check this out.
https://coinmarketcap.com/currencies/etherollIts ticker is DICE and currently traded on Hitbtc exchange and using erc20 network blockchain.
1.1 if yes, what wallet can I use to store this crypto currency?
You can use mew or any wallet that supports erc20 tokens.
But if you are referring to yobit free dice tokens then its not the one I sent you cause the dice that on CMC has blockchain that you can store somewhere unlike that dice from yobit you that you can only store only on their own website. Its not even a cryptocurrency I guess if its only available on Yobit for trading. Can I exchange dice from other cryptocurrency? If possible how can I do it? Thank yoi in advance.
Depends, if you mean the dice token listed on coinmarketcap cryptoaddictchie already answered your question: hitbtc
If it's the "token" from yobit, you'll have to wait until the first of july (apparently), that'll be the day yobit will try to make free money out of thin air... Don't expect to much of this tough, defenately don't buy their token, it has no blockchain, it's not an ERC20 token, it only exists in their relational database so it has nothing to do with real crypto currency...