powerful VPS but slow MS SQL- why?
SQL a stored procedure (CPU~19%, Disk 1MB read, 05.MB write) it is slower than on my laptop (i7,16 GB ram,SSD and SQL Express....).


Probably because your laptop is faster than your server.  

Many i7s are significantly faster than a 2.2Ghz Xeon for single-threaded operations.  And not all "SSD" drives are the same.  The flash storage devices on modern laptops can be much faster than what might be used by your hoster.

The Xeon has more cores, and so can perform more work overall.  So a realistic load test should show that the server can support more concurrent users.  But for a single user, you shouldn't expect the server to be faster


  How to improve performances on my VPS? 


So that's normal SQL Server performance analysis and optimization.  Good news is that you can do the testing and optimization work on your laptop :)