But If I want to create a New file if I hit CTRL + Return when I am over CamelCaseWord with the cursor.
That's because viki isn't enabled for the new buffer. It has to be set for every buffer.
If I want to active :VikiMode nothings happens. No highlightning ofHeadings, list, CamelCase, ...
Is this the same buffer, in which you did :VikiMinorMode before? In this case, a variable b:vikiEnabled is set that would make :VikiMode exit before doing anything else. Try :set ft=viki.
Regards, Thomas.