I don’t get it. What should I do if I do not create CalDAV collection?
“Create CalDAV collection” will create a calendar (task list) on your server. If you already have calendars on your server and you want to synchronize them, there’s no need to create them.
I can’t find the corresponding calendar in my calendar apps if I just create account in the DAVdroid.
Then there are either no calendars, or there’s a problem with the detection of the calendars and we need more information.
Please provide logs (Settings / external logs), and detailed steps to reproduce and what you want to achieve (including what your server is, whether you already have calendars, etc…) and what the problem is. It’s hard to guess your problem without any information.