when does RCD stop the current?
Why RCD does not stop the current when we connect the bulb between a
  phase and neutral?


Note - RCD is a phrase used in UK and GFCI is the equivalent used in North America

An RCD (residual current device) internally sums the phase (live) and neutral currents. Because both currents are normally antiphase and have the same magnitide, the net sum is zero. Under these conditions the RCD takes NO ACTION and does not trip the power.

If a load connects between phase and earth, there is no neutral current hence the net sum is far from zero and this trips the power.