If I change the DNS server on router, then Do I need to change it also personally on all the devices ?

U need to renew the dhcp lease so it sees the new address. Easiest way is reboot the client devices or reboot your router. Windows its just ipconfig /renew. Linux would be sudo dhclient -r followed by sudo dhclient and mac im not sure on.

If your devices use DHCP (which is usually the case), you don't need to change the DNS on your devices anymore. Your router will receive the DNS requests from the devices and it will forward the DNS requests to the DNS server that you specified on the router.

If you wish to use yet another DNS server on your devices, you can still do so.

no

Not if you are using DHCP, but you will need to reboot them.

No. Just reboot your router by unplugging it for 20 seconds and when each Wi-Fi device reconnects they'll pick up your new DNS info. That, or reboot each device one-by-one.

But new devices connected to the router will automatically uptain the new DNS adres.

Nope, it is not needed in dynamic IP.