GbE Phy(88E1543) with POE+ PSE(LTC4266) design (POE+ magnetics? RJ45 with Integrated magnetics?)
do I need to use RJ45 jack with integrated magnetics in this case ?


No you don't - the linear technology LTC4266 data sheet you linked doesn't show integrated magnetics on page 32: -




  where should be placed the 50 ohm terminations? before the ETH1-230?


You don't need to place terminations - the PHY connected equipment provides a 50 ohm termination and whatever you have connected to the RJ45 will see the 50 ohms produced by the PHY connected equipment because the magnetics largely pass this impedance through unhindered. However, whatever connects to the RJ45 will need proper termination resistors to avoid data corruptions.