We know that devil exist?

If you insist on believing that myths are literally true, then you will always come up against these dilemmas. The Bible is full of myths and stories which have been 'adapted' from a time when the people who became the Jewish race worshipped more than one god. The Ten Commandments has the sentence: "You shall have no other gods before Me", meaning not 'there are no other gods' but that the only one to be worthy of worship is the One who wrote the Ten Commandments. It is a very common practice when religions change in this way either for the old gods to be 'banished' and turned into something evil or to be made into angels and saints (being less than God Himself). This is exactly what happened to Lucifer (who was, perhaps a sun god or a god of the dawn) and, in the second case, what happened to the Celtic goddess Brigid, who became known as St Brigid. There are many other examples, not only in the Bible and in the history of early Christianity but also in other mythologies.

but God sent lucifer to hell,, in hell u cant die but u only feel pains,, isnt it more worst than destroyed ?

i don't know God's reasons but if you ask for my opinion., hmm, i think it is difficult to destroy something you have created out of love and compassion. Say for example, you had a kid. and in the long run, the kids becomes rebellious, murderer, thief and all the bad things you could think of, despite all of those things, your love for him still exists and i think it is still difficult for you to have to kill him. you would rather banish him yet would still check up on him every now and then because you care... well, that's my opinion... happy day!