I'm not getting :/... I press L and open the window, i click on replay but do not show nothing...
For me both your level and Proxima's replay are working perfectly. So you must do something wrong while loading in the replay.
Normally you:
1.) Load in the level with NeoLemmix
2.) Press L
3.) Browse to the replay
4.) Select and activate it (double click on it also works)
5.) Then it starts and a red
R at the left side of the UI should indicate it.
Don't click the mouse after that, as it will interrupt the replay -- the red R disappears. Simply scroll around the level, let the replay play and don't click the mouse (just if you want to interrupt it and take actions into your own hands again). You still can press F for fast forward or the time skip keys to navigate through the replay -- these keys won't interrupt it.
You can also save your own solution in a replay by pressing U. This will save all actions you did until you pressed the button in a replay, which you can then again load in with the L key.