Please. I want to travell from Xi'an untill Shihezi or Urumql. Is possible by bus?

Shihezi and Urumqi is too far away, so no long-distance bus is available. Then you can take train instead:
There is only one direct train to Shihezi. The train number is K679. It will take around 36 hours on the way.

And there are 13 train to Urumqi. It takes about 35 hours on the way.

To save time, you can also directly fly from XA to Urumqi. Further to Shihezi, some trains are available and it takes 1.5-2h to arrive.