when i connect The HDD, don't power and it's board get very heated immediately when i connect the power sata cable and the heat is the most over E9 pin area and there is some brown color around E9Without any other details I would say you either have a bad drive, or poor placement/ventilation.
i uploaded the image of the HDD board , and not that ; when i connect the HDD the CUP work properly but it don't recognise itSomething is shorted out on the HDD Controller board. This can be caused if you replaced the PSU and used the cables from the old one. Only use cables that come with your PSU.
The HDD board probably needs to be replaced if the board itself is burnt. Can you upload some pictures to an image sharing site, such as Imgur, and then us to them?