OK, now it begins to make sense. I - as with most of us - had assumed you were trying to get the optocoupler to control an input to an Arduino. You are apparently for some peculiar reason, trying to get it to make a LED light. This makes little sense, if you want to light the LED, you just connect it directly to the Arduino and resistor. 
Diedhert:
Now I am confused, the collector and emitter are pins 4 and 5 ... isn't it pin 1 and 2 (that should go to Arduino board pin and ground) ?
OK, I was presuming the more usual project. Now I see what you are trying to do.
Diedhert:
I have found an optocoupler 4N35. When I replace the 4N26 with the 4N35 - with no other changes - the led whole thing is working.
This means that it has something to do with the 4N26 optocoupler, no ?
Yes. The point here is that the 4N25-6-7-8 are obsolete parts, the 4N35-6-7 is their direct replacement. I cannot determine from the datasheet what the difference between a 4N25 and 4N26 is, but the 4N27 and 28 were actually the "seconds" - second grade devices of that series; not quite rejects but sold anyway in case some manufacturer might use them. 
It's all about the "CTR" - the Current Transfer Ratio of the device - how much current the phototransistor will pass compared to the current driving the LED. This was very poor - low - with the 4N2x devices and much better with the 4N3x which is why that actually worked with your circuit when the 4N26 did not. Unfortunately while I say the 4N25-6-7-8 are obsolete - and they are - they are still sold!
But why are you asking this? It is a meaningless project. You should focus on what I presume you really want to do, such as controlling a camera shutter which was discussed just a few months ago, in which case we can guide you through the design process (or just find the previous thread about it).