For testing few things I want multiple devices to connect on burp suite proxy at once. For example my PC + my notebook + my phone. I try to proxy listen whole network on some sp
If you go the "Proxy/Options/Proxy Listeners" and edit the listener, you can set it to "All interfaces" or to a "Specific Interface":
Burp screenshot
This means that on the networks where the selected interfaces are available you can configure your devices to used that interface. If you want to use other interfaces, but not all, you can still create more proxy listeners, each listening on a different interface.