How Can I Allocate Memory Dynamically Using Double Pointer

No. You don't need a "pointer-to-a-pointer-to-an-integer", because you are only allocating an array of integers: a "pointer-to-an-integer" - and most modern compilers will give you an error when you try, because you cannot convert an "int*" to an "int**".

If you want to use the code as it is, then remove one '*' from the declaration of "p".
Otherwise, you have to be moire sophisticated in your coding:

int main()
    {
    int **p, i;
    p=new int*[10];
    for(i = 0; i < 10; i++)
        {
        p[i] = new int[5];
        }

    ...

    for(i = 0; i < 10; i++)
        {
        delete[] p[i];
        }
    delete[] p;
    return 0;
    }