I wish to be able to check if file exist.
if [ -f "/var/run/screen/user/*.$InstanceName" ]; then
        echo -e "screen instance exist"
fi
but the wilcard / joker don't work
How I can pass it ?
Your wildcard doesn't work because it's quoted. Unquoting it however might break the [ command as it only expects one filename argument, and if two or more files wore globbed it would break. 
In bash you can use compgen that will generate a list of files matching the globbing pattern, it will also set proper exit status if no globs are found, it is a hack? I don't know, but it could look like it:
if compgen -G "/var/run/screen/user/*/$InstanceName" > /dev/null; then
  printf "screen instance exist\n"
fi
