There are six main philosophies known as ṣaḍ-darśanas, under the umbrella of what we refer to in the modern times as Hinduism aka the Sanatan Dharma.
The Ultimate aim of all these philosophies, which are Astika (uphold Vedas as the Supreme) is to understand and explain the nature of Ultimate Reality vis-a-vis the Individual jiva and the external world, with the Supreme Goal as Moksha.
These Six Philosophies along with their founders are tabulated as follows -
[Veda Vyasa - Krishna Dwaipayana]
The main founding texts of the Vedanta are Brahma Sutras, the Upaniṣads and the Srimada Bhagvada Gita, as discussed in this answer
The main authoritative text for Yoga Darshan is the Yoga Sutras by Maharshi Patanjali.
Therefore, to answer your questions
Question 01: Is patanjali yog Sutra comes under Upaniṣads?
- No. The Upaniṣads are the authoritative texts for the Vedanta Philosophy. The Patanjali's Yoga Sutras are the most authoritative text for the Yoga-darśana only.
So Yoga Sutras by Patanjali are not Upanishads.
Question 02: Is Patanjali yog Sutra talk about Gyan yog, bhakti yog?
The Yogic system described in the Patanjali's Yoga Sutras is said to be of the Raja Yoga variety, as Swami Sivananda discuss in this article, so I don't see how might it be called a text of Bhakti or Jñana yoga.
In any case,
- there are some sutras in the text, which might be construed as a signage to devotion/bhakti.
For instance -
Concentration may also be attained through devotion to Ishwara.
तपः स्वाध्यायेश्वरप्रणिधानानि क्रियायोगः ॥१॥
tapaḥ svādhyāy-eśvarapraṇidhānāni kriyā-yogaḥ ||1||
Austerity, study, and the dedication of the fruits of one's work to
God: these are the preliminary steps toward yoga.
- Similarly, the Sutras 2.23-26 maybe construed to expound the jnana yoga.
Question 03: Is yog is all about doing exercise or it is different kind of things?
There can be several definitions of the word Yoga.
For instance, as per the Patanjali Yoga Sutras 1.2,
Yoga is the control of thought-waves in the mind
Srimada Bhagvada Gita gives the path and meaning of several forms of Yoga. As discussed in this QnA there are several kinds of Yoga viz.
Kriya Yoga, etc.
Actually, as per some interpretations, Bhagvad Gita in its 18 different chapters talks about 18 different kinds of Yogas, as discussed in this answer. Nevertheless, of those generally four or five are considered the main gist as explained above.
Yet another interesting definition is given by god Ganesha in Ganesha Gita from Ganesha Purāṇa as follows -
Ganesha Gita 1.21
शिवे विष्णौ च शक्तौ च सूर्ये मयि नराधिप । याऽभेदबुद्धिर्योगः स
सम्यग्योगो मतो मम ॥२१ ॥
God Ganesha spoke to Vyasa - "In my view, the real Yoga means
observance of a complete non-difference, and non-duality between Shiva,
Vishnu, Shakti, Surya and Me."
English Translation based on Gita Press's Hindi version.
The exercises (asanas) are a step in the ladder to condition the body for Yoga.
Just performing exercises and mudras is not Yoga. Yoga can have diverse meaning, as explained above, the Ultimate aim of all those different kinds of Yogas being, attainment of Moksha. Read this article by Swami Sivananda, for a short primer on the concept.