A:
No, cooking unsaturated fats does not change them to saturated fats.
Saturated fats are mostly found in foods from animals: especially lard, butter and cheese, whole milk and whole-milk products, cream and fatty red meats.
Vegetables oils are plant based. So they do not have large amounts of saturated fat. You cannot make a saturated product at home by heating olive oil or any other vegetable oil in a pan.