I'm an Egyptian student and I'm travelling to the Ukraine next July. I wanted to ask if I can enter Russia with the same visa or it's not allowed?
Also, I need to know the easiest transportation.
Ukraine and Russia are separate countries with a somewhat hostile relationship at the moment. You need separate visas.
It is possible you are conflating Ukraine with Belarus. Belarus, which is in a customs union with Russia already and has an authoritarian political system, is close to an agreement with Russia to establish a system where one visa works for both. This does not appear to be in place yet.