Yes. They are both good friends. They lived in the same town of Oerba on Gran Pulse before being turned to crystal. Their crystallized forms took residence on Cocoon, After awakening, Vanille tried to use the powers of Anima, to return back to Gran Pulse... Which explains why she was on the purge train to begin with. the two of them went around, trying to find a way and either complete their Focus, which Fang had forgotten, or find a way around it. It was both Fang's and Vanille's actions that set the story of Final Fantasy XIII in motion.
Yeah pretty much. If youlook in Vanilles house there is a picture of both of them together, and if they werent in the first place, Im pretty sure that being the only 2 gran pulsians left would bring them pretty close together.
They are best friends, but i think its more than that, i mean fang knew exactly where vanniles mark thing was, and vannile wasn't exactly squemish about it. I know girls are closer then boys are but still...
They are from the same village and 'clan' - the 'yun' bit of their names - so you can presume they are close, probably because they were both made l'cie they - like the other protagonists - were drawn together.