Hi Hossein

1. When they want to express their sympathy they say 'there there'!
What does is mean!? Is it common to use!?

It is just a sympathetic term used to offer comfort.

eg. A child falls over  and you would pick them up and say "There, there." 

2. Penny says that they wanted to fix me up with their son!? What exactly does it mean!?

It means Penny wants to introduce you to their son (romantically speaking) so fix up/arrange a first date.

3. penny says to her friend :  the buses don't go to where you live, do they!?
What does it mean!?

It simply means there is no bus route to where they live