If I create code on Disqus page and put url and site name to be my domain, can I use that code on different pages or each page will have the same comments?
Sounds stupid if each page will have same comments, it must display different comments on every page, but need to be sure before I put that code live.
If your goal is to have a different comments stream on each page of your site, you should specify a different URL for each page.
The best practice is to specify both the disqus_url and a unique disqus_identifier for each page.
The details can be found here.
By specifying both the identifier and the URL you remove any guessing that the Disqus code needs to make. However, you can specify none of these values and let Disqus guess where/when it should create a new comment stream or use an existing one.