Why i cant't connect to this ArcGIS server (http://egip.mka.mos.ru/arcgis/rest/services/) and add its layers to my map?
How are you trying to connect? That server is a 10.0 server and uses Port 80 rather than Port 6080.
To connect to the server in ArcCatalog 10.2, click Add ArcGIS Server under GIS Servers. Then choose Use GIS services. The server URL you should enter is: http://egip.mka.mos.ru/arcgis/
Using that method I was able to connect and use those services.
Heath