I'd like to start a script when I make a call from directly dialpad. There is no problem while using "behalf of queue" but when I make a call directly from dialpad, there is no script.
Scripts are inherently linked to queued. For direct, non-queue calls there is no queue and hence no script. If you want a script then you'll have to use the Interactions panel to place the outbound call and select a queue so that the script linked to that queue can be displayed.