How can i use a XBee Digital I/O Adapter to connect a sensor that output is (4-20ma+Hart) ?

The 4 - 20mA signal is an Analog signal not a Digital IO signal. You need to connect it to an analog adapter instead.

I connect it ( XBee Analog IO adapter external RPSMA Antenna Included 9-30V) but did not work!

Please, let me know if you solve your problem because we are having the same problem using the XA-Z14-CS5PH-A XBee Analog IO adapter with external RPSMA Antenna!