Hello, I solved this problem so:
open file app/classes/import/class-rss-pi-engine.php
go to 625 row and add you custom post type
$post = array(
'post_title' => $item->get_title(),
// parse the content
'post_content' => $parser->_parse($item, $args['feed_title'], $args['strip_html']),
'post_status' => $this->options['settings']['post_status'],
'post_author' => $args['author_id'],
'post_type' => 'news', //it's my custom post type
'post_category' => array($args['category_id']),
'tags_input' => $tags_name,
'comment_status' => $this->options['settings']['allow_comments'],
'post_date' => $item->get_date('Y-m-d H:i:s')
);