The problem is resolved !!
The thing yu have to do are: (in my case it works!)
-connect to pin 15 - VCC - 3,3V
-connect to pin 16 - GND
Why my device did't work before? You have to check your power supply device!! I had on input 5V and I used wrong dropout positive regulators (voltage regulator) for 3,3V. I've changed it for semiconductor LM1086IT-3,3 (http://www.ortodoxism.ro/datasheets2/1/0355qo4el77o503i8de0gt5648cy.pdf)
Now I use on input 5V, than 10uC capacitor, then LM1086It-3,3 and than 10uC capacitor, on output I've got 3,3. And my digi Wi-Me works!!
Before, I had had 3,3 but it hadn't wroked. Yellow diode had blinked quickly. Now yellow is on all the time (AP) or blinking slowly (AdHoc).
For first use,the best way is use Access Point with DHCP Server (In prd_ds_digiconnectfamily_commandreference.pdf I've found that module works on 10th Channel and in BSS mode (looking for AP), but when I connected my module first time, I saw that is not true - you can join to any network - portmode - any, and module scan every channel))
So, just use AP, and than you shuold find your Digi WiMe without problem