Why I can't to apply the pretesselated displacement material on the rhino object ( I checked the pretesselated), I only using the "on the fly"?
How do you know it is using on the fly? The only differences when using pretesselated should be higher memory usage, faster rendering, and slightly different response to displacement input parameters (mainly, the Subdivision parameter).
and I can't move the displacement layer to the second level layer, it is only on the first level layer, why?
In the plugin, the displacement node is always at the top level, under the material's node. In MXED, you can add multiple displacement components, but you can only render one of them -- which one to render is chosen using a drop-down in the main material page in MXED.