How I create backup with backup by dump and WAL files in PostgreSQL?
You cannot restore a pg_dump (via psql or pg_restore) then update it with WAL archives. It just isn't possible, sorry.

WAL archives are block-level records of changes to individual relation files. They only make sense when applied to an identical filesystem-level copy of the original database as created from a pg_basebackup, via rsync, etc.

If you try to apply WAL archives to a DB that's restored from a pg_dump they'll be rejected because as far as PostgreSQL is concerned they're different, unrelated databases. At the block/filesystem level they are; the blocks are different, the relation IDs are different, etc. The WAL archives make no sense when applied to this database, even though at the logical level the row data looks the same.

You must use a pg_basebackup copy to restore WAL, and it only works if you have a complete and uninterrupted sequence of WAL from the moment the base backup was taken until the final segment.