Review asks me to demonstrate "what is the new thing done"; what should I write?
First, it is important to clearly arrive at a conclusion that shows how the manuscript contributes to our unerstanding of the matter at hand. The referee apparently thinks your paper is lacking in this respect.

Second, in most journals it is not up to the referee to decide if a papepr is published or not, the editor(s) decide based upon recommendations from the referees (usually more than one). So is there a second referee? and if so what did that person say?

You should revise your manuscript and think about the conclusions. Make them clearer as suggested if you think you can. Such comments froma referee usually mean that the manuscript is not as clear as you may think and it is necessary to critically view your work and see if you can improve it. If you cannot, you should provide a note to the editor to meet the criticism of the referee which should entail why the improvements cannot be made. That would make a decision on the faith of the manuscript easier and more clear to the editor (which I suspect is involved).