Yes, LEDs are polarized components. Positive connection to positive connection and negative to negative. Also there is likely control signals going to the board and causing power to operate the LEDs as I am guessing this car has a CANBus. And when you said "After i solder new standart 5mm led it also want work" I am guessing that you simply didn't solder it in properly polarized or you did so but to the wrong connections. The OEM LEDs do not appear to be anything special other than the casing plastic and that is probably just to make them sit properly against the external housing. Your last picture with the operating Orange LED is what you are going for correct? Note the flat side of the LED casing and which lead is nearest? That is the negative connection. Simply use a multimeter to measure the voltage and polarity of each board connection and they should operate correctly when you match them up.
