First PIC Program using PIC16F877A and its configuration bits for Internal clock?
Question 1 : Why most of memory is equal to 3FFF in the first and second image that I attached above? Does that mean my program is just about 6 byte? (The first six bytes are different)


Scroll down - you'll see more than just those. The first bit is "jump to your code", then there's the vector table for the interrupts, then there's your code.


  Question 2 : The error that I received is about configuration bits? Or it is something else?!


That's what it says, isn't it? Without config bits it won't work.


  Question 3 : Which one of this optioned must I select for internal clock? I don't want to use any external clock or crystal or RC.


The PIC16F877A has no internal oscillator. For that you want to pick a more modern chip.


  Question 4 : What is the difference between htc.h and xc.h libraries? I some of example code in the internet I saw htc.h included in the above of program? What is it for? Which libraries is for delay() function?


htc.h is for the Hi-Tec compiler. xc.h is for the XC8 compiler.  Pick the one for your compiler.


  Question 5 : Is the second line in my program mandatory (I mean #define _XTAL_FREQ 6000000) Does it for external crystal? or ...?


That may be used for the timing of __delay_ms() depending on your compiler's implementation.  If so, it needs to match the crystal you attach to the chip.