So, finally I have learnt what is a setting.
Current situation is like this:
1. VPN client do not connects with message like this "cannot reach gateway"
2. Later it should connect to remote desktop: of course does not work correctly if VPN not established - connected.
I have bypassed pfsense and plug directly into a modem-router, disabled firewall and it works.
So there must be some trouble with pfsense.
It works on 192.168.4.x - LAN, I used the same IP mask with pfsense and do not work.
I suppose 10.0.0.x will not help.
Any other ideas.
Thanks much for any help.