Pavel,
K.S. Sharma was really close with his solution, but as Carl pointed out using the 'Also Match' option at the bottom of the rule creates an 'AND' condition between the rules.
Instead, add your first rule as normal (with as many domains as will fit) and Save it. Then add another rule (to the same policy), add your remaining domains and Save it. By adding each rule individually it creates an OR condition between each.
I would caution you that using that kind of rule is one of the more expensive types in regards to performance so I would double-check your URL list and make sure they are all firm requirements.
Let me know if you have any questions!
Tim