How do you create an AI that works like this ?

1) How is it possible to create Navigation Meshes for a game like that ?

I recommend the "Astar Pathfinding Project". The basic version is free and very powerful. If you don't want to use any resources from the Asset Store, well, good luck to you, and use Unity's own NavMesh feature.

2) Also, how do you create a constant field of view check for the monsters, to check if the player is currently visible or not?

 var fov : float = 60.0f;
 var maxDistance : float = 10.0f;
 var blockLayerMask : LayerMask;
 
 function CheckLoSHitBox (target : GameObject) : boolean 
 {
     if (Vector3.Angle(target.transform.position - transform.position, transform.forward) <= fov)
     {
         if(Vector3.Distance(transform.position, target.transform.position) <= maxDistance)
         {
                 var hit : RaycastHit;
             if(Physics.Linecast(transform.position, target.transform.position, hit, blockLayerMask) == false)
             {
                 Debug.DrawLine (transform.position, target.transform.position, Color.white);
                 return true;
                 
                 //hitting the actual target is not needed to "see" it! if the ray is not blocked by obstacles or ground, that's enough!
 
             }
         }
     }
     Debug.DrawLine (transform.position, target.transform.position, Color.red);
     return false;
 }

3) Does such a behavior require pathfinding algorithms, or is it possible to plain code them ?

What kind of behavior do you mean? You can check if the monsters see the player, and then give their pathfinding script the player's position as a target position, and make them start moving toward him or her.

4) Easy; if the monster is no longer seeing the player, it just returns to it's starting position or maybe roam around randomly. You just set a boolean "seeingPlayer" to true if the FoV-check above returns true, and to false if it doesn't. It's enough to check every second or so, you don'T have to call it every frame.