Is existence of different alleles for a gene a result of mutation?
I would like to understand evolution


The best way to do so is to start an introductory course on evolutionary biology. Consider having a look at evo101 for example.


  Why are there different alleles for a gene?


Because mutations bring variation. Note that not all genes are polymorphic. In other words, there might be genes for which, all individuals in the population share the same allele.

The existence of this genetic variance is absolutely central to the whole concept of evolution. In short, mutations increase genetic variance while natural selection and genetic drift reduce it.


  Is the different alleles of a gene are mutated versions of a gene?


Yes


  Why selection pressure favoured the existence of more than one alleles?


In the exception of cases of balancing selection (e.g. heterozygote advantage, negative frequency-dependent selection), selection does not yield to the existence of genetic variance, rather the opposite in fact. Selection "selects" for a given allele, which in turn reduces the genetic variance. Mutations bring new genetic variance in populations and selection reduces it. Genetic drift (another "driver of evolution") also reduces genetic variance.