I have this questions in my mind for about 3 days and i will be glad
to know the answer for each of them.
Im sorry since they are numerous.

Are behaviors have an evolutionary process and natural selection?
How we can follow its path?
Are they controlled by genes?
if yes then, can we remove a behavior like killing cubs in lions with removing
its gene?

Thanks very much.

Behaviours are subject to evolutionary processes just like any other type of trait (e.g. morphological, physiological). So they can be subject to natural selection and, to the extent that variation among individuals in behaviour is determined by genes (see next point), we expect those behaviours will evolve to be more adaptive.

Genes are certainly important in determining behaviours, and are a major source of behavioural variation amongst individuals in a population. However, "control" is perhaps the wrong word since very few (if any) behaviours are determined by genes alone. Just as with most traits we could think of, phenotype (the trait being expressed) depends on genetic and environmental effects (and their interaction). It is also the case that many genes are likely to be involved in the expression of any one behavioural trait. So it is wrong to think of "a gene for killing cubs", rather there are a set of unknown genes (and we don't know how many) that can influence the likelihood of a male lion killing cubs, but environmental factors are almost certainly far more important in this case.

So no, we cannot simply identify the gene for an unwanted behaviour and remove it from a population in some way. We can of course select no genetically variable behavioural traits and, over generations, reduce the incidence of unwanted behavioirs in a population. In effect this is what domestication is - we have selected animals that show docile behaviour as well as high milk yield (cows) or egg size (chickens).

agreed but this also raises the other point that removing by selection a given trait may remove other apparently unrelated useful behaviours with unexpected and detrimetal consequences.