It's very difficult to get to the bottom of your specific issue without further details. However, with regards to your question about configuring Target Types:
I found information about XPM in SDL Tridion 2013 that says I should config target type in CME (check the inline edit box in target type property page). I'm not clear that whether should I config target type like this since architecture of SDL Web8 differ from Tridion 2013.
You're right, the architecture is different between SDL Tridion 2013 and SDL Web 8.
Unless you're using a legacy configuration, SDL Web 8 uses Topology Manager and the Discovery Service, where SDL Tridion 2013 used Publishing Targets and Target Types.
In SDL Tridion 2013, you used to have to Configure whether to Enable for inline editing in the Publishing Target (not the Target Type):
In a Web 8 installation, to use Experience Manager, the Preview Service needs to be set up on the Content Delivery side, and its Capability registered with its Discovery Service. Further details on testing this can be found in the Setting up publishing for Experience Manager page in the online documentation.
As I say, it's quite difficult to diagnose your issue with the information given. However, you may want to double-check that you've properly installed the Content Manager elements of Experience Manager using the Content Manager Installer (SDLWeb8CM.exe).
Further details can be found on the Software components installed by the Content Manager installer page.