In short, you probably won't go wrong by importing everything into app.js.
That said, mix is fairly opinionated about what it does and if you're doing a lot of optimizations or trying to get page sizes down by using chunking or running a lot of other crazy webpack stuff, then you might need to switch to straight webpack.
If you're just wanting to copy/merge JS files, then putting those into webpack.mix.js should work just fine for you.
Isn't prettier to put all libraries into app.js, so i have to run just a single task in webpack mix.js() ? As i understand, app.js is an entry point for whole JS in a project.
Well, again, it depends on your use case. It might be a bit cleaner, yes, but it will also make the app.js file pretty large. You might be OK with that—but you might not.
For instance, if you pull in a package that bundles JS files, it might stick those files in a resource folder and you might only want to pull those in on specific pages. In that case, you'd use mix.copy() to just copy the files over from their source to somewhere in the public folder and just include them into the specific templates.
For small sites, just using mix.js()will accomplish pretty much everything you need.
I like to think that static library like axios or jquery that use through all the app should only require one and bootstrap is a great place for them. Something that is more dynamic like Vue.js or React.js should be extend and create yourself.