If whales are mammls like us then how do they sleep underwater without breathing?
They don't sleep like we do. They are able to let one half of their brain sleep while the other remains conscious. They continue to surface for air.
Depends on what you mean by live underwater. Whales, manatees and dolphins are all mammals that live their whole life mostly underwater. They are still air-breathing though, so they have to surface very regularly to breathe. No animal mammal can live entirely underwater. Us humans could potentially live entirely underwater by using technology to bring some surface conditions(=breathable air) with us into the depths.