I want to stitch more than 5 images into panorama. I took all those images using landscape mode which means some images have different shutter speeds therefore exposures. How can I fix exposure of all those images in Lightroom so it would fit to panorama just fine? Any tricks to compare two different images side by side while able to change settings for the other?
You stated in your comment that every other configuration was identical. So to get the "same" overall exposure to get a consistent brightness within your panorama, you need to adjust your exposure compensation.
The correlation is as follows: Doubling the exposure means a correction of one f-stop (One Full number in the Lr-Exposure Correction)
An Example: Image 1 has 1/60s, Image2 has 1/30. So to get the same overall brightness in the panorama, you have to push Image1 with +1 or pull Image2 with -1.
The same correction would work if Image1 has 1/100 and Image two has 1/50.
Use Hugin, and don't worry about it. Hugin, if you use the default nona stitcher, evaluates photometrics of the member images and adjusts automatically for brightness and colors by modeling the camera response curve, exposure, white balance, and vignetting. For examples, see this article on the Hugin website.