I tried every distribution with kde and I can't configure wifi connection.
Is it a bug or there is an issue?

First, is your wireless device detected? Not all devices are supported... Please run in Konsole:

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/usr/sbin/iwconfig

If you see "wlan0" or similar, it has been detected, and is probably functional. Next run the following command:

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/usr/sbin/iwlist scan

It will output a list of wireless networks in range of your computer. If you can see your Network, then you should be able to connect using Network Management, which should be accessible from the system tray.

If you do not see any wireless devices in the output of the first command, then your wireless card may be unsupported. If you see nothing from the second command, check your location, and the output of "dmesg" to see if any firmware is needed to operate your wireless card.