1)I think when Clicking Test connectivity,4 steps is executed.

→Establish session for email server

→Obtain transport object

→Connect to email server

→Disconnect

I want to you tell me what each steps mean??

I am not sure of the each option but I can give you a background of over all process first you email account will have a connection request with the smtp server in case of email and then it will do a authentication of the credentials and then connect to the email server and finally disconnect of the server.

2)Now,status of 4 step is that Establish session for email server →Success

Obtain transport object →Failed

　　　　　　　　　　　 Remaining steps→Not attempted

Why status of Obtain transport object is Failed, and What process I executed is wrong or do I needed to configure another step?? I am thinking you are not able to establish a request to the server they are many reasons like the remote servers is not accepting requests or the firewall issue or the port is already occupied or the remote server is not available

3)I'm needed to enter password field, necessary. What value I should enter in password field?? you need to enter the 

Now，I want to connect from proxy organization network,only specific server can connect.

That's why system don't need to authenticate email account alone.

In this situation,I'm needed to configure password?? you account password which you login to the account

4)Now,I just want to send email with Pega Marketing.Even in this case,I'm needed to configure Reciver section?? no