I have Python script file and I call it from Blender. I want some variables remains its values so where to store them ?
Do you mean you want to store values in the blend? Or somehow else, not related to Blender?
For the latter, see https://docs.python.org/3.4/library/pickle.html
Yes if variables are stored with .blend file then better, ready to use next time when opening file.
You can use custom properties for a scene I guess. Just assign a property and it will appear in the UI. Something like:
bpy.context.scene['example_str'] = 'Some useful data'
bpy.context.scene['example_num'] = 1258
bpy.context.scene['example_list'] = [3,5]
To access a property in the next time:
>>> bpy.context.scene['example_str']
'Some useful data'
>>> bpy.context.scene['example_num']
1258
>>> bpy.context.scene['example_list']
<bpy id property array [2]>
>>> for i in bpy.context.scene['example_list']:
... print(i)
...
3
5
Either ID properties or global properties (bpy.props)
Thank you.