how to use callback class?

The usage then seems to be obvious, doesn't it? :)

$callback = new Nette\Callback($obj, 'method');
$result = $callback($someArg);

In this case, it's being passed automatically in Form using an event (array of callbacks), see Form::fireEvents(). In other cases, you pass it when you invoke the callback, as in my example above, which presumes method having one argument.

Not sure what you're trying to do, but you can't set some parameters before you actually call the callback. The only way would be to wrap it in e.g. closure. In your latest code, you invoke the callback instead of just passing it (what seems to be your intention). Be more specific about your goal, we don't know what you're trying to do nor what addDSelect is.

but i need a set of them

If you need a set of something repeating, you should use container, not add index into name. So say we want zbozi three times, it'd look like this:

$zboziContainer = $form->addContainer('zbozi');
for ($i = 1; $i <= 3; $i++) {
     $zboziContainer->addDSelect($i, 'Zbozi' . $i . ':', $form['kategorie'], $myCallBack);
}

And then you can access the control's instance like $form['zbozi'][1].

problem is, that in callback function (which loads data in second selectbox) i need a parametr – link to parent select box

According to source, you receive an instance of DependentSelectBox itself as second argument. So your callback should look like this:

public function MyCbFunc(Container $container, DependentSelectBox $dSelectBox) {
    $v = $dSelectBox->getValue();
    return array("$v 1" => "$v 1", "$v 2" => "$v 2", "$v 3" => "$v 3");
}

(Note that container is acutally an instance of form, but this way it's more generic.)

But to answer your original question, if it was not possible to the above way, you would have to do it other, smelly way, here is one option – wrap your callback into another one:

$zboziContainer = $form->addContainer('zbozi');
for ($i = 1; $i <= 3; $i++) {
     $zboziContainer->addDSelect($i, 'Zbozi:', $form['kategorie'], function (Container $container) use ($myCallBack, $i) {
    $myCallBack($container, $i); // note how we're passing $i through closure to our own callback
});
}

// ...

public function MyCbFunc(Container $container, $dIndex) {
    $v = $containerdSelectBox['zbozi'][$dIndex]->getValue();
    return array("$v 1" => "$v 1", "$v 2" => "$v 2", "$v 3" => "$v 3");
}

No doubt there are other ways, but this was just to imagine.

Your example wouldn't work since there can't be two components (select and dselect here) with same name. So we need to go deeper ™ and a) add one more nested container or b) name each select uniquely. I'd prefer a) variant since it's much cleaner, so here it is:

$kategData = $this->getKategData(); // load data for select
$zboziContainer = $form->addContainer('zbozi'); // first level - container for repeated content
for ($i = 1; $i <= 5; $i++) { // second level - we'll add a container of two selects 5 times
	$zboziItemContainer = $zboziContainer->addContainer($i); // third level - just because we have more than one repeated element
	$zboziItemContainer->addSelect('category' 'Kategorie' . $i . ':', $kategData);
	$zboziItemContainer->addDSelect(
		'item',
		'Zbozi' . $i . ':',
		$zboziItemContainer['category'], // equivalent to $form['zbozi'][$i]['category']
		$myCallBack
	);
}

At first, it might look strange, but it has a logical reason. Because of this nesting, the resulting structure makes clear sense, it will look like this:

form
-zbozi
--1
---category
---item
--2
---category
---item
...

In the above code, note I also answered your question:

problem is how to link dselect to master select, the third param in AddDSelect < $form[‘kategorie’] >

Hope it solves your problem. :)