Do all genes start with "AUG" start codon, and so that differs themselves from other portions in a DNA strand.?

No. There are many, many AUG codons that are NOT the start point of genes. The AUG is merely one piece of the puzzle that has to be in place, and as has been pointed out, some organisms can do without it.

Finding genes within a DNA sequence is not a trivial task. Biology is messy.

most organisms uses AUG as a point of initiation of translation but It is not universal. Many orgaanisms you may find with alternative initiation codons i.e. AUA or AUU. whatever the codon is it will always code for Methionine

Nope. Genes start with a promoter consensus sequence, which is a landing pad for an RNA polymerase molecule.

...but if you find a promoter consensus sequence, it does not necessarily signify that there's a gene there. The promoter has to be unhindered enough so an RNA polymerase can bind to it. In eukaryotes, especially, transcription factors will bind to their own consensus sequences upstream so that an RNA polymerase can be recruited.

Thank you. So is that when you see AUG in a codon, it means that it is the start of a gene?