Is it possible that i didnt understand the basic of this kind of communication?
Very likely. You appear to have two separate problem, both of which are probably spurious.
First, the COM ports imply the serial ports on Windows. When you plug Arduino into PC - using a standard USB cable, Windows senses it and assigns a COM port, in your case COM3. It is smart enough to assign the same port every time you plug it in. You probably could force Windows to assign it to another port. I have no idea of how you would do that and, much more to the point, no idea of why you would want to. Perhaps you might explain that, but don't waste too much time on it.
The standard USB from PC cable that you plug into Arduino is always on Serial0, called Serial, at the Mega end. No exceptions. This is shared with pins 0,1.
how is it possible to use the other Serialport? It almost souns like it isnt possible at all...
Second, Mega's other serial ports, Serial1,2,3 on pins 14>19 are not used for PC but instead for various peripheral devices - display, Bluetooth, USB host, etc.. This is not only very possible, but also a lot simpler than you think it is. Pins 0,1 may also be used for peripheral devices if you need to, and pins 14>19 need not be reserved for serial devices.
It could be that what you really want to do is beyond Mega's ability, but your post is so incoherent that that is just a guess, and I suspect it is rather more likely that you are simply on the wrong tram, and it will come out OK in the end. One thing you might do though, is refrain from buying any more of those cables until you know what you are doing..