How to display mini panes in specific pages of my site I need to display mini panels only in selected pages.

Where and how should I mention it?

For Example:

In blog listing pages i need to display the panels in right side.

And in it's full view page I should not show the panels in right side.

How can this be done?
There are many ways this can be done. 

Blocks are pieces of content which can be placed in specific areas of the page called regions. You can choose where to put these blocks in the block section of the admin

The standard block admin will allow you to put conditions on who can see the blocks and what paths they are displayed or hidden on. However this can get a little difficult to manage with many blocks and conditions. 

Many people use the context module for such situations. This allows you to override the standard block admin and define a context under certain conditions (path being one of them) and define blocks which are displayed under these conditions.