Hi,
I have three domain with different extension for eg. www.mysite.com, www.mysite.org and www.mysite.fr...and in future I'll buy other extensions like (.co.uk, .es, .it etc..)

The problem is that any website is installed in different server with different Database/DirectAdmin/ftp account etc.. and the path of each site is something like:
/home/xxxxxxx1/domains/mysite.com/public_html
/home/xxxxxxx2/domains/mysite.org/public_html
/home/xxxxxxx3/domains/mysite.fr/public_html
Where xxxxxxxx1/2/3 are different Username of the DirectAdmin Account

And the Host parameter is not localhost, but:
mysql.mysite.com
mysql.mysite.org
mysql.mysite.fr

In conclusion...how to setup JMS with the .com as a Master and the other extensions as a Slave, and how to create a Template for the future extension Slave?

Thanks in Advance

The concept of JMS is to share the same joomla application (php code).
So if you have different servers (machine), by definition you are not able to share the same joomla directory (php code).

If you have a single server (1 machine) with several account on this machine (that seems this case), the problem that you have to fix with your server administrator is the permission of the account to allow access the same joomla application (same directory). In general, when you are using different account, the permission does NOT allow accessing the files and folders of another account.

You mentioned "Direct Admin" as administration tool.
In this case, each domains have their own account and therefore the access between the files and folders of the other account is not possible.
Depending on your server configuration, sometime, you can use a permission 777 to allow everybody access the files.
If your server is using suPHP to manage the files ownership correctly, you have to modify the linux account to grant the access to other linux group.

Contact your server administrator to setup your server to give the access to the files and folders.