My account not find any protection or secret questions

Is it an old account (e.g. was it originally set up before security questions were brought in), and have you downloaded anything with the account yet ? If not then try downloading a free app from the app store and see if you are prompted to set the questions and add a rescue email address

If I go to that screen on an old account which hasn't downloaded anything then I'm prompted to enter three questions - though they aren't saved, and I'm prompted to select questions and answers the next time I log into the account. What happens if you try to download a new free app with the account, if I do it on my old account no my computer's iTunes then I'm prompted to select three questions and to enter a rescue email address e.g.

You don't get that prompt ?

As far as I know it should happen automatically (e.g. if creating a new account then you now have to enter them, on old accounts it should happen when you try to download something). Unless somebody else replies with a suggestion then you could try contacting iTunes Support and see if they can help with why it's not happening : http://www.apple.com/support/itunes/contact/ - click on Contact iTunes Store Support, then try Password & Security Questions