Now I have copied the conf in this folder:
/etc/icinga2/zones.d/windows-commands/test.conf
then I have to that:
icinga2 daemon -C
and get this message:
[2021-03-09 10:34:05 +0100] warning/ConfigCompiler: Cannot compile file ‘/etc/icinga2/zones.d/windows-commands/test.conf’: Error: Function call ‘std::ifstream::open’ for file ‘/etc/icinga2/zones.d/windows-commands/test.conf’ failed with error code 13, ‘Permission denied’
I have found the solution. The problem was, that I create the conf file as root. I have change the rights to the icinga user. Than I start
icinga2 daemon -C
and
systemctl reload icinga2
and now it works.