I found the demo do not work without active X11 session. Could it possible to run program developed by the SDK without installing X11?
With Media SDK for Linux Servers there is no need to install X11. For most purposes installing the DRM (direct rendering manager) version of the driver is recommended. This will work if run from an X11 environment as well as if X11 is not even installed on the machine. The DRM mode allows headless operation, while X11 mode does not. The main reason to install X11 mode is to support decode rendering, but there are many other ways to display output from Media SDK.
Please re-install without pressing 'Y' for X11, then try the DRM samples.