I dont know how to put effect to spell, like fireball to fire damage spell. Does someone know how I can put shadow effect to my Shadow Bolt spell? Idea is to copy the bolt from "Reanimate" to Shadow Bolt spell and it does shadow damage. (Sorry my english)

All magic effects have visual/sound effects associated with them, and spells will use the visual effects of their most expensive magic effect. Script Effects have their own visual effects as well, but can take on any other visual effects for spells. Of course, script effects always cost 0 Magicka, so they'll be overruled by any other effects anyway.
That is to say, if Shadow Bolt only has script effects, you shouldn't need to do anything more than open up Shadow Bolt, select the script effect(s) in question, and select "Reanimate" from the Visual Effects drop-down box at the bottom of the effect-details window.
If Shadow Bolt does make use of non-script effects, it's more troublesome. A traditional solution is to insert the desired visual spell effect in such a way as it's very expensive, and won't do anything at all (For example, Charm 100 for 0 seconds). This isn't viable here, though, since Reanimate can't be done on Self, and the only thing about it you can change is the duration. Theoretically, if you don't mind worrying about conflicts, you could turn one of the magic effects that Bethesda doesn't use (A list can be found here) into a "Dummy" magic effect that uses Reanimate's visual/sound effects, and put that into your spell with a huge duration.

I'm making the Shadow Bolt that its like shadow bolt in World of Warcraft so its a damage spell that it should not be very hard to make with your assistance , I suppose.

Is it possible to create a new magic effect? Becouse I cannot change the "hostile" and "detrimental" flags and others.

Afraid not...