1. how do I generate addresses, from windows qt wallet or from running a new daemon and check transaction through block explorer?
You need to check the available commands. Those might differ depending on what coin you are talking about.
For bitcoin, the command is
getnewaddress. This freshly generated address has to be linked to the customer / the order of the customer in your database.
I would discourage from using a blockexplorer to check for transactions.
You can use
walletnotify and
blocknotify to get the status of your transactions.
However, this is for bitcoin core. This might differ quite heavily (depending on the coin / kind of fork you want to use).
2. also should I get new address for every transaction or can i do like exchange giving one address to each user and get all deposits to that one address if yes then how do I check only new transactions on that same address
It is recommended (for privacy reasons and easier checking) to generate a new address for each transaction.
However, using one address for one customer (i.e. for multiple transactions) is not a problem.
blocknotify and
walletnotify can give you the information you need regarding transactions.