I have a few questions:
If a transaction can not be confirmed, after how many days will it be cancel and the BTC send back to the original wallet?
This is a misunderstanding of how bitcoin works.
Bitcoin transactions are NEVER cancelled.
However, depending on which wallet you are using, your wallet may choose to forget that you sent the transaction and therefore allow you to create a new competing transaction that spends the same bitcoins. How long this takes depends on which wallet you are using. Some wallets won't forget the transaction until you take an action to tell the wallet to do so.
If a competing transaction that spends the same bitcoins ever gets confirmed, then the other transaction will become invalid and will be rejected by all nodes.
In case a address is incorrect or wrong place and do not exist, the transaction will not be confirmed and the BTC send back to the original wallet or the BTC are lost??
If the address is a VALID address but not the address that you intended, then the bitcoins will be sent to that address. If that address belongs to someone else, and you know who, then you can ask them to return the bitcoins. If you can't determine who controls the address, then there isn't much you can do.
If the address is an INVALID address, then any well written wallet software will tell you so and will refuse to send the transaction at all.
