Hi azeddine,
I have make some mistake in my reply. Since you use ZDP_BindReq, the message callback should be in the case "Bind_req/Unbind_req" of ZDApp_ProcessMsgCBs, which is located in ZDapp.c. You can have a look at the source code first and try to trace it. After you send ZDP_BindReq, you should receive Bind_req in ZDApp_ProcessMsgCBs and you can check the binding status in ZDO_ProcessBindUnbindReq().