I want to show a custom message about direct update of application. Someone knows how can I do it?
If what you're actually talking about is that you want to simply customize the default provided Direct Update dialog to one of your own, and you're using Worklight 6.2 or later, you can follow the example as provided in the Getting Started > Direct Update tutorial, in the User Experience section. You can find more in-depth information in this user documentation topic.
I also exlpain this in the following related question: Is it possible to allow Worklight users to use app before updating?