Right now I am listening sound like a blowing wind - what is it, is that normal? I even feel a wind on the left corner. I have never experienced that. My Mac is open only 10 minutes and all night it was in shut down. Can I put the Mac to sleep or shut down during that wind? Is my Mac OK?

It sounds like the internal fan in your MacBook is running. [That can happen sometimes with certain DAWs -- for example, running MainStage causes the fans to come on regularly on a friend's MacBook Pro] Make sure the vents aren't blocked -- don't place the MacBook on a soft surface [see the link below]. Also, you might want to close other applications when running things like GarageBand to avoid too much CPU processing in the background, which could potentially cause the computer to run hotter. https://support.apple.com/en-bn/HT202179

Do you know, does the internal fan work only when cover is opened? As I put the mac to sleep, put the cover down and in next morning my mac is warm and battery has ran from 43 to 4. All the applications I was shut down before a sleep. If I open the cover, right then the fan starts blowing. If my mac is sleeping, does it mean, the fan is also sleeping, although mac is warm? Or does a work of fan depends on the cover position? It happens not every night. And now I have let the cover open, mac is sleeping and no warming + battery lowing yet.

I don't have a laptop, so I can't tell you if that's normal or not -- I've seen Mac laptop fans come on when running DAWs, but not as in your situation. AFAIK anytime the Mac heats up to a certain degree-- for whatever reason -- the fan will come on, so perhaps when you open the lid the Mac wakes up and begins to run background OS tasks -- I guess if it was already warm, maybe that could heat it up further to the point where the fan is required, but, again, I don't know if that's the case, or if that would fall under normal operation or indicate a problem..? Quick searches of "macbook fan" and "macbook fan sleep" turned up a lot of discussion, but since this could be a hardware issue I wouldn't fool around with it, I'd contact Apple tech support directly. Here's a tech document from Apple regarding fan issues: https://support.apple.com/en-us/HT202179 Note the item about making sure the vents are not blocked..

I have found that I can do apple diagnostics for hardware. Have you done it? If it's not a hardware problem, maybe it's normal somehow, as I read from internet, the problem is common among other users, too...

Yes, you can run diagnostics from the OS, and sometimes that can be helpful, but keep in mind that that doesn't always provide a definitive answer. For example, if the fan problem is caused by something like reduced airflow from a blocked vent, then unless the vent is blocked when you run diagnostics it won't detect anything wrong. If the fans only come on occasionally and don't stay on too long, then perhaps it is normal -- again, I"m not a hardware engineer, so I couldn't say. But if they frequently come on and stay on for a long time even when you're not working on anything on the computer, then it might be worth it to consult Apple tech support..