There is no way to do this automatically. If your windows have different, identifiable window titles, you may be able to achieve your goal using the "Desktop Rules" feature.

Hello, I have tested Dexpot. I believe it is a good soft. However, I have got a problem with it.

I start application with some number of windows and I need part of them to be in one desktop and part of them in another. I arrange them in appropriate way.
However, after restart all windows got back to one desktop.
Could you manage this inconvenience and give possibility to save belonging of windows of one application to different desktops?