Run Steam from a terminal (e.g. gnome-terminal, konsole, ...) using the command "steam". Strart tge game. Examine the terminal output. It should contain error messages worth googling for.

Nothing happened but when I tried to launch them from console:

Set current directory to /home/R3X4R/.local/share/Steam/steamapps/common/Unturned
Found path: /home/R3X4R/.local/share/Steam/steamapps/common/Unturned/Unturned.x86_64
Mono path[0] = '/home/R3X4R/.local/share/Steam/steamapps/common/Unturned/Unturned_Data/Managed'
Mono path[1] = '/home/R3X4R/.local/share/Steam/steamapps/common/Unturned/Unturned_Data/Mono'
Mono config path = '/home/R3X4R/.local/share/Steam/steamapps/common/Unturned/Unturned_Data/Mono/etc'
displaymanager : xrandr version warning. 1.5
client has 2 screens
displaymanager screen (0)(VGA-1): 1024 x 768
Using libudev for joystick management

and same for the other games that has the problem too.

I don't see anything unusual (except your monitor resolution is quite small)...
Could you please post your system specs like shown here?
https://steamhost.cn/steamcommunity_com/sharedfiles/filedetails/?id=390278662

I hope you can help me

Please don't use Kali for gaming if you cannot make it run on your own. Try e.g. Ubuntu.

Other than that, I didn't spot any showstopper. Your CPU is rather old, but I don't know an instruction that it should support but doesn't (like older SSE).

I use kali for my second OS. I dont like rebooting again and again. Thanks for help!

https://docs.kali.org/introduction/should-i-use-kali-linux

You're welcome.