I searched but I couldn't find a proper answer for this question.
Will Windows Phone 8 application work on the Windows 10 (Mobile), or we will need to change the code so we can make them work?
How about Windows Phone 8.1 apps and Universal apps?
Thank you all
Microsoft is moving to a paradigm where a Windows app is a Windows app regardless of if it's a Phone targeting app or not. So you'll see a lot of references to "Windows 10 apps" or "Universal Windows Apps" or "UWP apps" which is the new paradigm. This means targeting Windows 10 regardless of if it's on the phone or tablet or desktop and doesn't have specific references to phone.
If you developed a Universal App you're probably good to go. For Windows Phone 8 and Windows Phone 8.1 apps you may (or may not) need to make some changes to move toward the Universal type of app. It depends a little on how much you were using Silverlight (not that it's not supported but there are some changes so you'll just want to test your app).
This video blog (and the comments below it) might help explain the difference between Windows 8.1/8 Phone apps and the UWP. http://blogs.windows.com/buildingapps/2014/12/17/bring-your-windows-phone-silverlight-apps-to-windows-runtime-xaml-prepare-for-universal-app-development-in-windows-10/