The black texture in game seems to be a typical V1.17+ problem\bug. I don't think theres a fix for it atm. But it will be soon.
Try turning "full shader effects" Off. Or delete your .bin and .dbo files.
Quote: "Now I noticed that after building my game (.exe) textures are OK, but demon isn't moving and attacking (no AI)."
Try manually coping the scripts to the bulidt game. If that doesn't work then it might be another V1.17+ problem\bug.
If that doesn't help then im sorry.
Hope that works good luck!
Computer Specs: Intel Core 2 Duo E7400 2.80GHz @ 1066Mhz FSB 3MB Cache, Dual Channel 8192MB DDR2 PC6400 800MHz RAM, XFX Nvidia Geforce 9800 GTX+ 512MB, XFX 780i SLI Motherboard