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?
Each deposit is "separate" even in the same address! They're called inputs.
When you make a transaction, that's built from one or multiple inputs. And if on input has to be "broken" in order to obtain the correct amount, the transaction will also create an output towards an address of yours. That's called "change" (it's the same concept like you have more banknotes, just they are most probably of different sizes)
However, you just type in the recipient, the amount you want to send and maybe the fee too and the wallet will do these operations for you.
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?
Exchanges have one or more deposit addresses for an user (especially if he clicks on "change my address").
The money those addresses receive become numbers in a database.
All the trades are really operations on those numbers in exchange's internal database (for various coins/currencies/users).
When an user withdraws, the amount is subtracted from the internal database and it's sent to the address the user wants to withdraw to. The funds are sent from the exchange's wallet and it may be from any of users' deposit addresses or not, depending on how their software is made.
It's actually more complicated since the cold wallet also may come into equation and also they may consolidate their inputs from time to time (send money to themselves to not have too many inputs; this helps on reducing the tx fees)