It is recommended to include the script on all pages, but you might not want to include the tracking script on sensitive pages such as the login page.
Different tracking settings for each domain?
If you want different tracking settings for each domain tracked you can change the settings inside the generated ust.min.js tracker file, saving it with another name (eg: ust.min.domain.js) and include this copy on the other domain instead of the original ust.min.js.
Note: that when you do this, whenever you change settings in the UI, only the original ust.min.js will be updated/regenerated.
Domain-specific settings is a planned future.
If everything worked as expected you should immediately see visitors data in your dashboard after a refresh, you can test if the script is working by visiting yourself the site you have installed the tracker on.