Should I inform my referee about my applying result even I get rejected?
You should tell them the result of your application. If the result happens to be negative, briefly tell them about your next step (e.g. will you apply to the same thing again in the future? what do you plan on doing until then?). They may even suggest a next step.

If you don't inform them of a negative result right away, they will find out if you eventually ask them for a second reference letter. Furthermore, since they explicitly asked you to tell them the result, it would be impolite to not.