hello
when i get a penalty in the pits, how to finish it?

If it is a drive through penalty, then on a later lap you must drive through the pit lane. If it is a stop and go penalty, then do the same but stop in one of the pit boxes

ok, i tried the Stop-Go penalty and i got that i completed it.
i tried to do the drive through but i got nothing

Did you speed in pit lane again while trying to serve the drive through penalty?

oh yes, i made it now
thnx
are there any other penalties???

There's 30s and 45s penalties that you can get for getting DT and SG in the last (3?) laps of a race.

Quote from dawesdust_12 :

There's 30s and 45s penalties that you can get for getting DT and SG in the last (3?) laps of a race.

And those cannot be "served" - they are added to your total race time by LFS.