I have a question. In backend if I create a new page, it makes a new file in theme/pages. I think, it's uncomfortable to make static pages in something like IDE (sublime etc.). Would not be better, if there was something like CKEditor, or Tiny etc... And I dont understand, why each of static page create a new file. Simpler will be to save the text into DB. Is here any solution? Or I must programme it?

For a wysiwyg editor perhaps you should try the pages plugin. As for db stored pages, why use a db to serve static pages? I also found it hard to believe at first but after using October you realise there is no benefit from storing the page in a databsae. Of course if you have dynamic content it is rendered by a plugin component from the database in the normal way.

Why this is saving in the themes//pages? if I change the theme I have to copy over the files everytime? what happens if it needs multi-site support?

That's the way it works for now - any content in the Pages folder is stored against the theme. It makes sense for OctoberCMS: it's apparently designed to deploy 1 instance per website. I'd be very surprised if it supported any sort of serious multi-site capability.

If you need your content to be portable across themes, then you're better off storing it in the database. The RainLab.Blog plugin does that, or you could probably assemble a basic one pretty quickly using the Plugin Builder.