As far as the Dwarfs (or Dwemer) are concerned: they are an extinct species of elf (-mer: Bosmer, Altmer). The only thing left of them as far as I know are the ruins of their cities and some of their mechanical creations.

I don't believe there is a unicorn in Skyrim.

As far as the Dwarfs (or Dwemer) are concerned: they are an extinct species of elf, whose names mostly end in -mer:

• Aldmer (a.k.a. Elder Folk)
• Altmer (a.k.a. High Elves)
• Ayleid (a.k.a. Wild Elves, Heartland High Elves)
• Bosmer (a.k.a. Wood Elves)
• Chimer (a.k.a. Changed Folk)
• Dunmer (a.k.a. Dark Elves)
• Dwemer (a.k.a. Dwarves, or Deep Folk)
• Falmer (a.k.a. Snow Elves)
• Maormer (a.k.a. Sea Elves or Tropical Elves)
• Orc (a.k.a. Orsimer, or Pariah Folk)

(List lifted directly from the UESP page on Races)

Please note that as direct descendants of the Aldmeri-Nedic Manmer, Bretons are sometimes known by that name: Manmer. 

The only thing left of the Dwemer as far as I know are the ruins of their cities and some of their mechanical creations.

I don't believe there is a unicorn in Skyrim.