It depends. Older and key issues of X-Men comics can be worth a lot, but more common ones might not have much monetary value. Factors like condition and popularity at the time of release also play a role.
X-Men is not associated with DC Comics. It's a Marvel creation. DC and Marvel have their own unique superheroes and comic book worlds that are independent of each other.
Sure, Deadpool has been part of the X-Men on and off. His relationship with them is complex and can change depending on the comic arc. Sometimes he's a full member, sometimes he's just associated with them for a specific mission or story.