But If I insert only the link it open forum in a new page not inside header and footer of my wp ?!
If you are asking how to integrate your forum inside wordpress ask at the place where you got your forum software.
Here we did not integrate anything. We just restyled the forums to match.
These forums were CLOSED to new posts on November 19th, 2012. New forums are here: http://www.studiopress.com/forums/
and you will need to SIGN UP AGAIN.
If you need assitance with setting up your theme, go to http://my.studiopress.com/
and read the SETUP links or the TUTORIALS link on the side tab.
If you need Account Assistance
, file a help desk ticket at the same location.