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I can't see your video, but for some reasons, the sculpt mode doesn't work with shapes, rasterize the layer before converting it to normals. You should be able to enter sculpt mode after that.
Thank you for attention and your reply. I already solved the problem. Difficulties were with Photoshop. I used CC... After this installed earlier version CS5 for Quixel 2.0 and now it's ok.