Do we use else with unless statement?

Yes, we can use unless with else. We are free to go wherever we like but some people have opinion that it's not a good habit to use else with unless. We need to avoid from this.

Unfortunately, unless statement supports only else construct not elsif or elseunless with in it.

unless true
  puts "one"
elsif true
  puts "two"
else
  puts "three"
end

SyntaxError: compile error
syntax error, unexpected kELSIF, expecting kEND

This may also be the reason that it restrict us.

You definitely can use else with unless. E.g.:

x=1
unless x>2
   puts "x is 2 or less"
else
  puts "x is greater than 2"
end

Will print "x is 2 or less".

But just because you can do something doesn't mean you should. More often than not, these constructs are convoluted to read, and you'd be better served to phrase your condition in a positive way, using a simple if:

x=1
if x<=2
   puts "x is 2 or less"
else
  puts "x is greater than 2"
end