Lets talk about O2.
 

I need to know when it get to open or close lope.
How it helps the car ?
Does it works in WOT ?

The car goes into closed loop when it reaches operating temperatures. It helps the car by maintaining 14:1 air fuel mixture. The car goes into open loop during WOT. Closed loop just means the the computer is now using the O2 sensor and open loop means its bypassing it and just going on facotry presets. Hope this helps

in which RPM we can consider it as WOT ??

I think WOT is considered the % that the butterfly is open in your TB. I would say 90+%

Your TB has a sensor on it. If you floor it, you are still pushing out the same volume of exhaust at 2000 as 6000, it's just that it flows faster... This is because your cylinders can't hold more air then it's maximum capasity.