1. What will be the best practice to setup spices.net for this configuration? I thought, that I need to setup solution with spices (iloprj) project for each "executable" vs project.
If you plan to use advantages of cross-obfuscation and increase protection of your projects I'd like to recommend you to include all your assemblies in one spices.project and obfuscate them together.
If you don't plan to use cross-obfuscation (so, you should leave untouched public members of shared assemblies) - in that case you can obfuscate different projects with different spices.projects.
2. I saw in help file mentions for spices solution, but found not any way to create one :( Can you please profide some brief explanation?
Spices.solution is a collection of Spices.projects. So you should create your spices.projects and then call File-New command, select these projects and then click Open button of dialog window to create new Spices.Net Solution.
3. ... does it need to be different spices project for each VS project?
No. You can specify obfuscation option for each assembly(and associated VS project) in the VS project's Properties window. Just select project in the VS Solution Explorer and open it's project properties (View-Property Window command, or F4 shortcut) to edit extended properties of VS project.