Not sure what you mean by "multiple screens".

Do you mean multiple, independently moveable windows that all sit on the desktop? Yes, you can do that. Any QWidget created without a parent is by default a top-level widget with an implicit parent being the desktop widget.

Do you mean multiple, independently moveable windows that all sit within an application frame that has menus and toolbars, etc? You can do that too, with QMainWindow having a QMdiArea as its central widget with QMdiSubWindow children.

Do you mean multiple windowns, only one of which is "on top"? You can do that with QTabWidgetor QStackedWidget.

Note that the tutorial you referenced has been deprecated (but only because the trolls want you to do it with Qt Quick and QML instead of widgets in C++).

Is there any other way to do this, lets say, for Game development ?
There are as many ways to do anything as there are programmers. Some ways are better, some are worse.