A (1) Life after the Death...

(2) One day, some students ask their teacher, "Is there life after death? What happens after death?" (3)
The teacher smiles, but he does not answer. Then they ask that him why he is avoiding their question. from answering

The teacher tells them, "Pay attention! People who are interested in about the life after the death are not able to do anything in this life. They need another eternal life."

One of students asks again, "Anytime (4) In any case, you should answer our question: Is there life after the death?"

Then the teacher answers, "This should be the is a main question (5) instead: Is there a life before the death?"

Hi Leyla,

I assume that you have chosen to use the literary present tense to bring your readers' mind to the events immediately as they unfold. This is a refreshing change!

May I share some suggestions for your writing: 

(1) As you are writing a general statement, the articles (a, the) are not necessary – you are not referring to a specific death. This also happens to be the title of your writing. There are different styles of capitalising titles. In general, we capitalise the first letter of each word, with the exception of articles (e.g. a, an, the), prepositions (e.g. of, on, for) and coordinating conjunctions (e.g. and, but).  

(2) We separate expressions of time from the rest of the sentence with a comma (,). Examples: Last week, I went for a movie. / By March, the results will be out. 

(3) As you have several dialogues between the teacher and the students, I inserted the quotation marks so that the distinction between the dialogues and the rest of the story is clearer. 

(4) We use "in any case" to mean regardless of what may happen. 

(5) I added "instead" because the teacher is trying to bring in a second question to replace the first one. We use "instead" to introduce an alternative to something previously mentioned. 

I hope this helps you. 

A life after the death.... Life after death...

One day students ask their teacher:
Is there life after death? What happens after death?
The teacher smiles, but he does not answer.
Then they ask that why he avoid from answering. They ask him why he isn't answering. The teacher tells them:
Pay attention! People who are interested in about the life after the death are not able to do anything in this life. They need another eternal life.
One of students asks again:
Anytime you should answer: (I assume you wanted to say: "You can tell us any time!" or "Anytime you ask yourself "Is there life after death?" you should be asking yourself "Is there life before death?"  )
-Is there life after the death?
Then the teacher answers:
This is the main question. Is there a life before the death?

A life after  the death...

One day students ask teacher:
Is there life after death? What happens after death?
Teacher smiles, but he does not answer.
Then they ask that why he avoids answering?. The teacher tells them:
Pay attention! People who are interested about the life after  the  death are not able to do anything in this life. They need another eternal life.
One of students asks again:
Anytime you should answer:
-Is there life after the death?
Then (the) teacher answers:
This is the main question. Is there a life before the death?

you can leave out the articles in this style of writing. except for the final "the main question".

then the teacher answers (the) is optional here.

A life after the death...  Life after death

One day some students ask their teacher:
Is there life after death? What happens after death?
The teacher smiles, but he does not answer.
Then they ask that why he avoids from answering. The teacher tells them:
Pay attention! People who are interested about the in life after the death are not able to do anything in this life. They need another eternal life.
One of the students asks again:
Anytime you should answer: (I'm not sure who is speaking here - I think you can just leave this out)
-Is there life after the death?
Then the teacher answers:
This is a the main question. Is there a life before the death??