I have a question about the structure of Bitcoin wallet.
In bitcoin full node client and electrum (SVP) wallet there are multiple bitcoin addresses.

If I use different addresses each time, will I have a total balance on a single wallet. Or each deposit is totally separate?
If I receive multiple deposits to different addresses of total 10 BTC for example, and I want to withdraw the total amount on a different wallet address, will I have to do withdrawal from each address separately?

And finally how Exchange addresses work? It seems Exchanges have a single wallet, but they create different wallet address for each user? Do they (the exchanges) receive all deposits on a single wallet that can be managed by single administrator? Does exchanges use standard Bitcoin wallets to operate customers accounts or they use some specific software?