[and7ey]

Once Kodi is launched, I would like particular screen to be displayed (equal to manual choose of Video - Files - one of the sources). Can I do it? 
(appearance - startup window - doesn't have such functionality)  

If it is impossible to define source, Video - Files would be more or less OK.

[Klojum]

(appearance - startup window - doesn't have such functionality)  

Go to Settings / Interface / Other / Startup Window and choose your weapon.
Unless you are using a skin different from Estuary.

[DaVu]

You are able to enter nearly any window or source you would like to have using an autoexec.py in your userdata folder and Kodis in built functions:

ActivateWindow(window[,dir,return])

Opens the given window. The parameter window can either be the window's id, or in the case of a standard window, the window's name. See Window IDs for a list of window names, and their respective ids. If, furthermore, the window is Music, Video, Pictures, or Program files, then the optional dir parameter specifies which folder Kodi should default to once the window is opened. This must be a source as specified in sources.xml, or a subfolder of a valid source. For some windows (MusicLibrary and VideoLibrary), the return parameter may be specified, which indicates that Kodi should use this folder as the "root" of the level, and thus the "parent directory" action from within this folder will return the user to where they were prior to the window activating.

See: https://kodi.wiki/view/List_of_built-in_functions

[and7ey]

Thanks everyone.

Is there any way to get directory of last opened videofile? So it will be passed to `ActivateWindow` function.

[and7ey]

Would appreciate your help)

[black_eagle]

There is an addon (https://forum.kodi.tv/showthread.php?tid=279131) that keeps track of what Kodi plays.  It writes its data (as json) into a text file.  Pretty sure it'd be easy to knock something up to read that file and open the directory that the last file played was in.