I search in google about how to shut off the water valve under the sink. And it say "turn counter-clockwise until it tight" and I did, but the water still running.
Remember "Lefty loosey righty tighty". Turn the valve Clockwise (right) to close and counter clockwise (left) to open.
There are a few possible situations.
The valve stem has fractured, in this case you can turn the handle endlessly in either direction without any effect on flow and without ever reaching a point where the handle won't turn any further. Normally a handle would turn no more than three or four revolutions in each direction - fewer for some types of valve (tip - add a photo to the question)
You didn't turn it far enough. Sometimes valves get stiff. You might think it reached the end of its travel before it has.
You turned it the wrong way. Try both directions and carefully monitor rate of flow from the faucet.
The valve is the main stopcock for the building but water can back flow to the kitchen faucet from pipework in the rest of the building - particularly from upper floors. Check for other valves, especially if you have header tanks. wait 5 to 10 minutes after turning the valve fully in one direction to see if flow rate is slowing.