"I would like to ask for more information about the power pins and how to use them"
You just connect from user project area
"Is it mandatory to split power domains?" Power domain should not be shorted. Maybe in ChipIgnite you can change it, but in free submission, the power domains are split by default and fixed that way.
"Can we used some power pins as isolated power supplies?" Yes
"Anything else to be considered?" The maximum voltage figures and minimum voltages