Why my iPhone 6s restore application and its user data by Internet even when I backup them by iTune?
If you backup to iTunes, then iTunes. If you set up iCloud backup, then iCloud. If you set up both, then both. Some 3rd party apps don't restore, as the developers may have specified that user files shouldn't be backed up.
iTunes keeps apps in a separate location than iOS backups. Apps don't get copied over each time you backup, as that would consume a lot of space
Backup your old device to iTunes or iCloud. Then when setting up your new iPhone, choose either restore from iTunes or iCloud (depending on which you backed up to).