I tried to use the VCC and GND pins of the arduino just to test my LED, plugging the led with resistor direct to VCC pin of arduino and the GND pin.
I tought the LED was bad and tried other 3 led but nothing changes.
If you can't get any LEDs to work when using VCC and GND, then probably there's a bad connection or jumper wire. As a more direct test, you could eliminate the breadboard and jumper wires. Plug the LED's cathode into GND and one end of the resistor into VCC. Then touch the unconnected ends together and the LED should light up.
EDIT: I've seen some types of LEDs where the wire length is long for GND and short for anode (bad batch?).
Anyways, it is more important where the small flat section is at the bottom of the LED. This is the cathode.