I have 2 module.

1 visible in all page (exclude 1) of my site and in the some category of virtuemart.
1 visible in 1 page and other category of virtuemart.

In the documentation there is that i must assign module to all link of site and unpublish and in new module modcontroller select the module and assign to category.
But if i want select the link menu not functionaly.

Why?

I am not sure if I understand your question. If you only want to assign the module to one Joomla menu item you can do this, it is not a problem. Then select the category you want it to display for in the VM Modcontroller Pro parameters.

The documentation tells you to assign the module to all Joomla menu items because often people forget to assign it to any Joomla pages, then the module does not display at all. But it is fine if you only want to assign it to one Joomla menu item.