I just connected two different lamps to a toggle leviton switch, the color screw was connected to hot line and on the brass side screw went white line, unfortunately it did not work, the power went off, what can I do

Don't break away the tab.
It sounds like you have Hot wire connected to wrong side of device.

Electricians don't guess, they test.
Separate wires. Turn power ON.
Test each wire to bare ground.
Tester lights up on Hot wire.

Hot connects to brass screw(s). This will feed power into each switch.
Wires going to Load (lights) connect to each silver screw.

easy one first: ground wire to green screw. We have to assume the two black wires are the hot(coming from power source) and switch leg(going to light). Switch will have two brass colored screws. Looking at the switch with the off/on markings right side up. Put hot wire on upper screw and switch leg on other brass screw, With nothing hooked up, the hot wire will be the only wire with voltage on it. You can buy a non-contact voltage tester at Lowes or any place that sells electrical supplies. Now we must assume the two white wires are neutrals(one coming from power source and one going to light. The pilot light part of the switch will either have a silver colored screw or a white pigtail on it. all whites hook together. The pilot light is wired internally to the switch leg. Your switch should work properly now.

1) Look at screw color.
New device has brass screws on one side, and 1 silver screw for each switch located on other side of device.
Hot wire goes to brass screw.
Wire to fan goes to one silver screw
Wire to light goes to another silver screw.
Wire to heater goes to another silver screw.

If you do not have a wire for each individual Load, then you will have to add wiring.

2) Electricians don't guess, they test.
Separate wires for testing.
Turn power ON.
Test each wire to bare ground wire.
Tester lights up on Hot wire.
Hot wire connects to brass-colored screw.
If any wires on old switch was connected to same Hot wire, then also connect that wire to brass-colored screws.

Hot wire is identified.
Test Hot wire to each other wire in box, except bare ground.
Tester lights up on Neutral wire. Neutral wire will NOT connect to this switching device.
Next, connect one of the remaining wires to a silver screw.
Turn power ON.
Flip switch to see what Load that wire controls.
By process of elimination, add wires to each silver screw and test each by flipping switch.
Breaker will trip if you connect Neutral to silver screw.

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Leviton 8299 combination switch and receptacle with GFCI manual
http://waterheatertimer.org/pdf/Leviton-8299-instruction-manual.pdf

You don't say what kind of device you are replacing.
Instructions below may be way off base if you are trying to replace a 3-way switch.
Instructions below are for replacing a switch-plug combo.
Add a comment any time, and clarify your device your are replacing.

Electricians don't guess, they test.
First thing we need to test is Hot and Neutral wires.

Note where each wire was connected to old device before removal.
Note the wire that was connected to brass, dark, and silver screws.
The screw color is coded, and will verify testing.

Separate wires and turn on power.
Test each wire to bare ground wire.
Tester will light up on Hot wire. Mark the hot wire.
Test Hot wire to each other wire (except bare ground wire)
Tester will light up on Neutral wire. Mark the Neutral.
The other two wires are presumed to go to Load (light, fan, motor)

Now lets look at back of the 8299 device.
On back of device directly behind receptacle part of device is the word LINE.
Hot wire connects to brass colored LINE screw.
Neutral wire connects to silver colored LINE screw.
These two wires will power the device, and power the receptacle.

Next we want to wire the switch.
Notice on drawing below, that switch Loads (light fan motor) are connected to two wires on back of 8299.
Again referring to back of device as reference point, black wire going to Load connects to wire on left side. White wire going to Load connects to wire on right side.
Now turn on power and test that switch and receptacle both operate as expected.
If operation is not correct, then add a comment and say what the second black and white wires connect to.

The white wires from the two light fixtures get connected to the white wire from your power supply.
Then the black from your power supply goes to the gold colored screw on the switch. Lastly, the two black wires going to your light fixtures get twisted together with a third jumper wire. The other end of the jumper goes on the silver screw on the new switch.

For what you want to do, the side of the device that has the two brass screws tied together with a metal break off tab is _not_ used, and do not break off the tab ("tie") On the other side of the device, connect the white (neutral) wire to the silver screw and the black hot wire to the brass screw that is just above the silver screw on that same side.

You are replacing old switch-receptacle device.
New device also has switch and receptacle.
You want switch to control light, but not receptacle.
You want receptacle 'hot' all the time.

You have 2 cables that enter box.
Each cable has white, black and ground wires.
Ground wires are twisted together and attached to green ground screws and not discussed more.

Screws on new device:
Side 1 of device: New device has dark screw(s) or brass screws on one side ... these screws are connected together by brass plate. This side is the Hot side of device.

Side 2 of device: Other side has 2 separate and unconnected screws. These screws are not connected in any way. Each of the 2 disconnected screws sits opposite the switch and opposite the plug.

Cables.
One cable comes from breaker box. This cable has a Hot and Neutral wire. The Hot is black. Neutral is white.
The other cable goes to Load (light). Black supplies power to Load (light), and white connects to Neutral.
If you are uncertain which is which, testing is shown below.

Connect the device:
Side 1 of device: Black Hot goes to dark colored screw(s) that are connected by brass plate. (This is only wire connected to this side of device)
Side 2 of device: Black that goes to Load (light) connects to screw that sits opposite the switch.
Side 2 of device: White Neutral connects to screw that sits opposite the plug

One wire is left .. the white from light. This white wire connects to white Neutral wire. Since white neutral is already connected to device, look on back of device to see if there is a quick-connect hole for you to shove wire into back of device. If device doesn't have quick-connect, then twist white wires together, and add a short jumper wire to device, and then all the whites are connected to neutral. Circuit is complete.

How to test for Hot and Neutral
Separate wires.
Turn on power.
Test each wire to bare ground.
Tester lights up on hot wire.
Now test hot wire to other wires.
Tester lights up on neutral

Leviton triple switch
Nutone P66V

Nutone looks like an ordinary three-switch combo being marketed as a bathroom 'fan switch.'
The screws on the device would tell the story.

Look at the Leviton screws:
The switch has dark-colored screw on one side >> the hot from breaker always connects to dark screws.
Other side of switch has 3 silver-colored screws, but these can be brass colored screws > the wires to fan light and heater connect to each of these screws.

Most likely the Nutone switch is identical to the Leviton
I say this because the descriptor on Amazon describes it as a 'fan' switch.
It's being marketed as a bathroom fan-light combo switch >>> so it looks like an ordinary three-combo switch

I think you have your wires connected to wrong screw.

Wiring devices have screws that are color-coded as you noticed.
The Hot wire from breaker connects to dark colored screw(s).
The wires to Load (ceiling light-outdoor light) connect to brass screws.

If you need more help, add a comment at bottom and I will help further

Review old switches:
Two old switches > each has 2 wires
Old switch 1 > Red and White
Old switch 2 > Black and White
The same white wire connects to both switches, so effectively they count as 1 wire
This means you have 3 wires ... 1 White, 1 Red, 1 Black
Each switch controls a separate load (light, fan, motor)

New Leviton double-rocker switch:
-Leviton has 2 Brass-colored screws on one side, and these screws are connected together by a brass plate >> your Hot wire will connect to brass screw
-Leviton has 2 Silver-colored screws on other side, and neither of these screws are connected in any way >> the wires going to each load will connect on a different screw on this side of switch.

Hot wire: Each box in your house has exactly 1 hot wire that is connected back to breaker box. This is true for all boxes (excluding boxes that have a 3-way & 4-way switches).
We need to identify Hot wire.

-By code the Hot wire is black for identification purposes ... but your box sounds like maybe the Hot wire is White.
-If your Hot wire is white, that is NOT an immediate safety issue ... it will not cause a fire or malfunction ... it is a code violation ... because code requires things be uniform so next electrician knows what previous guy did. So some day, electrician working outside grabs wrong color wire, and wow. I say this so you know.

Moving on.

Identify Hot wire:
-Pull 3 wires up so they can be tested
-Turn on power
-Use ordinary tester, or old lamp with plug cut off and wires stripped back
-Tape tester lead to sticks so hands are away from voltage
-Power is on. Don't stand in water or touch metal pipes, and you're fine.
-You have 3 wires in box + ground wire
-Test all 3 wires to bare ground wire >> when tester lights up, that is Hot wire ... testing is complete

Connect wires to Leviton double-rocker:
-Power is OFF.
-You have 3 wires - 1 White, 1 Black, 1 Red >> one is Hot wire, the other two wires go to load
-Hot wire connects to Brass-colored screws on new Leviton.
-Brass colored screws are connected together by a brass plate so the Hot does not need to connect to both brass screws.
-The other two wires connect to Silver screws on other side of new Leviton switch
-One wire goes to each silver screw
-Connect bare ground wire to green screw.
-Push wires back into box. Use eraser end of pencil if needed.
-Make sure ground wire is back and away from screws on switch
-That's it.