Download a Whic on your website. Start scanning,  *.com domains OK, but other domain extensions have question mark "?"

The free program version is supported Whic free scan only the domain of  ".com", ".ru", ".su" and ".рф" extensions. You can purchase a commercial version, if you need advanced functionality, in particular, other domain zones.

Limitation of the Whic free version allows you to scan only one stream? 
No, the program scan domains in multiple strams and in free version it's quickly enough. You can see it yourself by running domains to scan: the list of fifty domains free version program finishes in few seconds. The commercial versions, among other things, adds support proxy servers for further accelerate. 

What are the "group" in your program?

In order to be able to classify your domains in large lists. Information about groups is stored in a file .wic. You can also save a set of default groups in the settings so that will appear on every new list.

Can I make whic queries to whois servers with less frequency. I'm afraid ban: I leave the program to scan hundreds of thousands of domains.

Do not worry for the ban. The program complies with all whois servers restrictions. Also, do not be afraid of CAPTCHA as a web-services program does not apply. The rate is guaranteed only by real multithreading.

Where the program takes the data? Are there any restrictions on the frequency of requests from a single ip? 

The program requests information from the whois server registrars of domain name. Restrictions exist, but the program automatically limits queries in order to avoid a ban your IP-address.