Bulb light up when I hold close and electric jump on it but when connected directly it stops why???

 

You are connecting the high frequency AC output with the bulb by way of capacitance of your body.
When you connect directly a DC path is created and the high freq AC no longer affects the tube enough to create a glow in the phosphor.

 

What do you suggest I do to make the bulb glow when connected directly

 

Put the correct AC supply to the bulb, 120- 220V, then it works.

 

Connect it to the kind of power supply it was designed for.

 

I have enough output guys I just want to know how to let it work a other guy connected bulbs on a similar circuit and worked

 

The power jumps and it works....and wasnt designed for. Power that jumps air gaps it gets connected straight to fitting so ja . :-|